+500.1%
VST vs Z
-54.8%
+554.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -10.6% | +4.5% | -4.5% |
| 7D | -19.9% | -2.3% | -17.6% | -19.9% |
| 30D | -29.7% | +9.4% | -39.0% | -31.4% |
| 3M | -19.6% | -16.1% | -3.5% | -18.2% |
| 6M | -29.4% | -30.4% | +1.0% | -25.8% |
| YTD | -29.7% | -55.6% | +25.9% | -20.1% |
| 1Y | -40.0% | -58.5% | +18.5% | -31.0% |
| 3Y | +231.0% | -19.6% | +250.6% | +238.2% |
| 5Y | +500.1% | -54.1% | +554.2% | +506.1% |
| All | +500.1% | -54.8% | +554.8% | +506.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling