+531.1%
VST vs TE
-75.9%
+607.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.5% | +7.0% | +10.2% |
| 7D | -9.8% | -12.6% | +2.8% | -8.6% |
| 30D | -25.1% | -36.7% | +11.6% | -21.9% |
| 3M | -11.6% | -57.5% | +45.9% | -4.7% |
| 6M | -20.9% | -55.2% | +34.3% | -16.8% |
| YTD | -22.3% | -64.7% | +42.4% | -17.8% |
| 1Y | -32.0% | -35.9% | +3.9% | -32.8% |
| 3Y | +262.4% | -31.8% | +294.2% | +217.8% |
| 5Y | +563.4% | -79.4% | +642.8% | +510.9% |
| All | +531.1% | -75.9% | +607.0% | +509.5% |
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