+1,112.0%
VST vs Z
-14.9%
+1,127.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +13.0% | +10.9% |
| 7D | -9.8% | -4.6% | -5.3% | -9.6% |
| 30D | -25.1% | +8.3% | -33.5% | -26.6% |
| 3M | -11.6% | -11.6% | 0.0% | -11.0% |
| 6M | -20.9% | -33.6% | +12.7% | -17.3% |
| YTD | -22.3% | -56.7% | +34.4% | -14.0% |
| 1Y | -32.0% | -59.1% | +27.1% | -24.2% |
| 3Y | +262.4% | -20.4% | +282.8% | +265.1% |
| 5Y | +563.4% | -55.3% | +618.6% | +590.6% |
| All | +1,112.0% | -14.9% | +1,127.0% | +830.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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