+1,205.2%
VST vs VIG
+267.0%
+938.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +4.7% |
| 7D | -0.5% | +0.4% | -0.9% | -1.2% |
| 30D | -17.1% | +4.3% | -21.3% | -21.0% |
| 3M | -4.6% | +2.0% | -6.6% | -6.9% |
| 6M | -9.1% | +10.2% | -19.3% | -18.4% |
| YTD | -16.6% | +14.8% | -31.4% | -28.3% |
| 1Y | -29.5% | +17.5% | -46.9% | -40.9% |
| 3Y | +297.5% | +67.4% | +230.1% | +141.1% |
| 5Y | +654.5% | +63.4% | +591.2% | +365.7% |
| 10Y | +1,205.2% | +259.9% | +945.4% | +361.8% |
| All | +1,205.2% | +267.0% | +938.2% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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