+1,238.2%
VST vs XYZ
+587.6%
+650.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.2% |
| 7D | +9.9% | +2.9% | +7.0% | +9.3% |
| 30D | +7.9% | +1.4% | +6.5% | +7.5% |
| 3M | +3.4% | +14.6% | -11.1% | +0.6% |
| 6M | -4.1% | +20.8% | -24.9% | -8.0% |
| YTD | -5.7% | +23.1% | -28.8% | -10.5% |
| 1Y | -18.9% | +5.6% | -24.5% | -21.1% |
| 3Y | +359.1% | +50.9% | +308.2% | +318.1% |
| 5Y | +766.9% | -68.6% | +835.4% | +805.0% |
| All | +1,238.2% | +587.6% | +650.6% | +1,171.0% |
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