+577.3%
VST vs TE
-76.6%
+653.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +7.6% |
| 7D | -0.5% | -10.5% | +10.0% | +0.6% |
| 30D | -17.1% | -32.4% | +15.4% | -14.1% |
| 3M | -4.6% | -60.9% | +56.3% | +3.6% |
| 6M | -9.1% | -62.8% | +53.8% | -2.5% |
| YTD | -16.6% | -65.7% | +49.1% | -11.6% |
| 1Y | -29.5% | -39.9% | +10.4% | -29.8% |
| 3Y | +297.5% | +10.6% | +286.9% | +238.1% |
| 5Y | +654.5% | -79.7% | +734.2% | +596.6% |
| All | +577.3% | -76.6% | +653.8% | +555.8% |
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