+769.3%
VST vs TXT
+10.4%
+759.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -4.8% | +13.7% | +11.1% |
| 30D | +6.2% | -10.6% | +16.8% | +11.2% |
| 3M | -2.7% | -13.2% | +10.5% | +2.8% |
| 6M | -8.4% | -20.3% | +12.0% | +0.1% |
| YTD | -7.2% | -9.3% | +2.1% | -4.8% |
| 1Y | -20.9% | -2.7% | -18.2% | -21.7% |
| 3Y | +384.0% | +1.4% | +382.6% | +355.9% |
| All | +769.3% | +10.4% | +759.0% | +667.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling