+1,112.0%
VST vs VIG
+257.3%
+854.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +11.0% |
| 7D | -9.8% | -1.8% | -8.0% | -8.4% |
| 30D | -25.1% | +2.7% | -27.8% | -27.6% |
| 3M | -11.6% | 0.0% | -11.6% | -12.0% |
| 6M | -20.9% | +6.8% | -27.7% | -26.7% |
| YTD | -22.3% | +12.1% | -34.4% | -31.6% |
| 1Y | -32.0% | +14.8% | -46.8% | -41.7% |
| 3Y | +262.4% | +62.4% | +200.0% | +126.7% |
| 5Y | +563.4% | +59.6% | +503.8% | +319.5% |
| All | +1,112.0% | +257.3% | +854.7% | +352.8% |
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