+296.7%
VST vs TENB
+9.5%
+287.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +6.6% | -3.3% | +9.8% | +7.1% |
| 30D | -12.4% | +6.9% | -19.3% | -13.5% |
| 3M | -9.0% | +1.8% | -10.8% | -9.3% |
| 6M | -6.4% | +98.1% | -104.5% | -21.2% |
| YTD | -17.2% | +73.2% | -90.4% | -28.0% |
| 1Y | -22.0% | +50.7% | -72.7% | -28.8% |
| 3Y | +296.7% | +9.3% | +287.3% | +295.2% |
| All | +296.7% | +9.5% | +287.2% | +295.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling