+1,112.0%
VST vs USFR
+28.5%
+1,083.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -25.1% | +0.4% | -25.5% | -25.3% |
| 3M | -11.6% | +1.1% | -12.6% | -12.2% |
| 6M | -20.9% | +2.1% | -23.0% | -21.9% |
| YTD | -22.3% | +3.4% | -25.7% | -24.1% |
| 1Y | -32.0% | +4.1% | -36.1% | -34.0% |
| 3Y | +262.4% | +14.4% | +248.0% | +231.3% |
| 5Y | +563.4% | +21.3% | +542.0% | +489.6% |
| All | +1,112.0% | +28.5% | +1,083.6% | +951.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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