+1,205.2%
VST vs VO
+206.8%
+998.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +4.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.3% |
| 30D | -17.1% | +0.5% | -17.6% | -17.4% |
| 3M | -4.6% | -1.0% | -3.6% | -3.3% |
| 6M | -9.1% | +6.4% | -15.5% | -14.1% |
| YTD | -16.6% | +13.6% | -30.2% | -25.9% |
| 1Y | -29.5% | +14.5% | -44.0% | -37.8% |
| 3Y | +297.5% | +67.2% | +230.3% | +162.0% |
| 5Y | +654.5% | +36.1% | +618.5% | +484.0% |
| 10Y | +1,205.2% | +199.3% | +1,005.9% | +424.8% |
| All | +1,205.2% | +206.8% | +998.4% | +424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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