+588.9%
VST vs TAP
+2.0%
+587.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.5% | +15.0% | +10.4% |
| 7D | -9.8% | +0.5% | -10.3% | -9.8% |
| 30D | -25.1% | +9.1% | -34.3% | -25.2% |
| 3M | -11.6% | -3.8% | -7.8% | -11.5% |
| 6M | -20.9% | -3.4% | -17.5% | -20.8% |
| YTD | -22.3% | -10.6% | -11.7% | -22.0% |
| 1Y | -32.0% | -4.4% | -27.6% | -32.1% |
| 3Y | +262.4% | -24.4% | +286.8% | +267.1% |
| All | +588.9% | +2.0% | +587.0% | +524.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling