+666.0%
VST vs TE
-48.3%
+714.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.0% | -8.4% | +0.7% |
| 7D | +9.9% | +18.2% | -8.3% | +8.1% |
| 30D | +7.9% | -13.5% | +21.4% | +9.0% |
| 3M | +3.4% | -44.6% | +48.0% | +7.7% |
| 6M | -4.1% | -24.7% | +20.6% | -4.4% |
| YTD | -5.7% | -24.3% | +18.6% | -6.9% |
| 1Y | -18.9% | +155.6% | -174.4% | -30.9% |
| 3Y | +359.1% | -18.3% | +377.3% | +294.7% |
| 5Y | +766.9% | -41.3% | +808.2% | +641.5% |
| All | +666.0% | -48.3% | +714.3% | +590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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