+500.1%
VST vs TAP
+6.9%
+493.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.0% | -6.2% |
| 7D | -19.9% | +7.7% | -27.6% | -19.8% |
| 30D | -29.7% | +14.4% | -44.1% | -29.6% |
| 3M | -19.6% | +2.0% | -21.6% | -19.4% |
| 6M | -29.4% | +2.5% | -31.9% | -29.2% |
| YTD | -29.7% | -6.4% | -23.3% | -29.3% |
| 1Y | -40.0% | -2.3% | -37.7% | -40.0% |
| 3Y | +231.0% | -20.3% | +251.3% | +235.4% |
| 5Y | +500.1% | +6.9% | +493.2% | +444.9% |
| All | +500.1% | +6.9% | +493.2% | +444.9% |
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