+262.4%
VST vs TENB
+12.9%
+249.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.6% | +15.1% | +11.2% |
| 7D | -9.8% | -17.0% | +7.2% | -7.5% |
| 30D | -25.1% | +8.2% | -33.3% | -26.1% |
| 3M | -11.6% | +16.5% | -28.1% | -13.9% |
| 6M | -20.9% | +99.1% | -120.0% | -33.2% |
| YTD | -22.3% | +79.0% | -101.4% | -32.7% |
| 1Y | -32.0% | +53.9% | -85.9% | -37.9% |
| 3Y | +262.4% | +13.8% | +248.6% | +260.5% |
| All | +262.4% | +12.9% | +249.5% | +260.5% |
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