+653.8%
VST vs TE
-53.0%
+706.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +8.9% | -4.0% | +12.9% | +9.3% |
| 30D | +6.2% | -15.9% | +22.1% | +7.6% |
| 3M | -2.7% | -60.5% | +57.8% | +4.4% |
| 6M | -8.4% | -35.2% | +26.9% | -7.3% |
| YTD | -7.2% | -31.1% | +23.9% | -7.6% |
| 1Y | -20.9% | +148.6% | -169.5% | -32.5% |
| 3Y | +384.0% | -26.4% | +410.4% | +320.4% |
| 5Y | +757.1% | -48.0% | +805.1% | +640.3% |
| All | +653.8% | -53.0% | +706.8% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling