+1,205.2%
VST vs XYZ
+657.6%
+547.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.7% |
| 7D | -0.5% | +14.9% | -15.4% | -3.4% |
| 30D | -17.1% | +14.7% | -31.7% | -19.5% |
| 3M | -4.6% | +12.1% | -16.7% | -7.1% |
| 6M | -9.1% | +18.3% | -27.4% | -12.7% |
| YTD | -16.6% | +36.1% | -52.7% | -22.7% |
| 1Y | -29.5% | +35.3% | -64.8% | -34.6% |
| 3Y | +297.5% | +73.5% | +224.1% | +252.4% |
| 5Y | +654.5% | -61.6% | +716.2% | +663.5% |
| 10Y | +1,205.2% | +638.0% | +567.2% | +932.1% |
| All | +1,205.2% | +657.6% | +547.7% | +932.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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