+605.7%
VST vs TOST
-46.1%
+651.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | -19.9% | +11.6% | -31.5% | -21.7% |
| 30D | -29.7% | +16.2% | -45.9% | -31.9% |
| 3M | -19.6% | +1.0% | -20.6% | -20.2% |
| 6M | -29.4% | +23.2% | -52.6% | -33.2% |
| YTD | -29.7% | -1.0% | -28.7% | -31.1% |
| 1Y | -40.0% | -9.9% | -30.2% | -40.2% |
| 3Y | +231.0% | +101.0% | +130.0% | +189.4% |
| 5Y | +500.1% | -40.4% | +540.5% | +448.5% |
| All | +605.7% | -46.1% | +651.9% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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