+1,112.0%
VST vs TAP
-49.3%
+1,161.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.5% | +15.0% | +11.4% |
| 7D | -9.8% | +0.5% | -10.3% | -10.3% |
| 30D | -25.1% | +9.1% | -34.3% | -27.1% |
| 3M | -11.6% | -3.8% | -7.8% | -11.6% |
| 6M | -20.9% | -3.4% | -17.5% | -21.4% |
| YTD | -22.3% | -10.6% | -11.7% | -21.7% |
| 1Y | -32.0% | -4.4% | -27.6% | -32.8% |
| 3Y | +262.4% | -24.4% | +286.8% | +271.7% |
| 5Y | +563.4% | +2.1% | +561.3% | +496.3% |
| All | +1,112.0% | -49.3% | +1,161.3% | +1,038.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling