+688.7%
VST vs TENB
+1.4%
+687.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +9.9% | -5.0% | +14.9% | +10.8% |
| 30D | +7.9% | -7.4% | +15.3% | +8.8% |
| 3M | +3.4% | +22.3% | -18.9% | -1.8% |
| 6M | -4.1% | +60.2% | -64.3% | -14.3% |
| YTD | -5.7% | +43.2% | -48.9% | -14.3% |
| 1Y | -18.9% | +8.2% | -27.0% | -22.3% |
| 3Y | +359.1% | -23.8% | +382.8% | +363.0% |
| 5Y | +766.9% | -26.9% | +793.7% | +740.9% |
| All | +688.7% | +1.4% | +687.4% | +504.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling