+676.2%
VST vs TENB
+3.0%
+673.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +8.9% | -9.1% | +18.0% | +10.6% |
| 30D | +6.2% | -4.9% | +11.1% | +6.6% |
| 3M | -2.7% | +16.9% | -19.7% | -6.9% |
| 6M | -8.4% | +68.0% | -76.3% | -18.8% |
| YTD | -7.2% | +45.6% | -52.8% | -15.8% |
| 1Y | -20.9% | +12.7% | -33.6% | -24.8% |
| 3Y | +384.0% | -24.4% | +408.4% | +388.8% |
| 5Y | +757.1% | -26.7% | +783.8% | +731.3% |
| All | +676.2% | +3.0% | +673.1% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling