+563.4%
VST vs TE
-78.8%
+642.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.1% |
| 7D | -6.0% | -26.9% | +20.8% | -3.1% |
| 30D | -18.8% | -38.9% | +20.2% | -15.0% |
| 3M | -8.0% | -61.0% | +53.0% | 0.0% |
| 6M | -10.9% | -66.4% | +55.5% | -3.6% |
| YTD | -18.3% | -69.0% | +50.7% | -12.5% |
| 1Y | -29.9% | -54.0% | +24.1% | -28.4% |
| 3Y | +290.3% | +38.0% | +252.3% | +228.2% |
| 5Y | +635.3% | -81.0% | +716.3% | +585.3% |
| All | +563.4% | -78.8% | +642.2% | +548.7% |
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