-20.9%
VST vs TENB
+11.6%
-32.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +8.9% | -9.1% | +18.0% | +9.0% |
| 30D | +6.2% | -4.9% | +11.1% | +6.2% |
| 3M | -2.7% | +16.9% | -19.7% | -3.3% |
| 6M | -8.4% | +68.0% | -76.3% | -10.1% |
| YTD | -7.2% | +45.6% | -52.8% | -11.2% |
| 1Y | -20.9% | +12.7% | -33.6% | -29.4% |
| All | -20.9% | +11.6% | -32.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling