+301.1%
VST vs TE
+13.2%
+287.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +1.6% |
| 7D | +19.2% | -13.6% | +32.7% | +21.0% |
| 30D | -17.2% | -37.7% | +20.5% | -13.2% |
| 3M | -8.1% | -59.8% | +51.6% | +0.3% |
| 6M | -8.1% | -66.3% | +58.2% | +0.1% |
| YTD | -16.3% | -70.5% | +54.3% | -9.3% |
| 1Y | -24.1% | -48.8% | +24.7% | -23.0% |
| All | +301.1% | +13.2% | +287.9% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling