+1,121.2%
VST vs XYZ
+635.9%
+485.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.5% |
| 7D | -6.0% | +12.6% | -18.6% | -8.4% |
| 30D | -18.8% | +10.8% | -29.6% | -20.6% |
| 3M | -8.0% | +8.4% | -16.4% | -9.9% |
| 6M | -10.9% | +14.3% | -25.3% | -13.9% |
| YTD | -18.3% | +31.5% | -49.8% | -23.8% |
| 1Y | -29.9% | +28.1% | -58.0% | -34.4% |
| 3Y | +290.3% | +66.2% | +224.1% | +248.4% |
| 5Y | +635.3% | -62.3% | +697.6% | +646.9% |
| All | +1,121.2% | +635.9% | +485.3% | +881.9% |
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