+1,164.9%
VST vs VO
+197.6%
+967.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +3.1% | +3.5% | +3.4% |
| 30D | -12.4% | +2.2% | -14.6% | -14.2% |
| 3M | -9.0% | -2.5% | -6.5% | -6.4% |
| 6M | -6.4% | +7.0% | -13.4% | -12.1% |
| YTD | -17.2% | +14.0% | -31.2% | -26.6% |
| 1Y | -22.0% | +15.6% | -37.7% | -31.9% |
| 3Y | +296.7% | +66.2% | +230.5% | +162.6% |
| 5Y | +637.6% | +36.6% | +601.0% | +468.5% |
| All | +1,164.9% | +197.6% | +967.2% | +396.3% |
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