+70.6%
VZ vs VST
+1,174.0%
-1,103.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.6% |
| 7D | +2.4% | -6.0% | +8.4% | +2.6% |
| 30D | +11.2% | -18.8% | +30.0% | +12.1% |
| 3M | 0.0% | -8.0% | +8.0% | 0.0% |
| 6M | +1.3% | -10.9% | +12.2% | +1.3% |
| YTD | +21.3% | -18.3% | +39.6% | +21.4% |
| 1Y | +23.9% | -29.9% | +53.9% | +25.2% |
| 3Y | +57.7% | +290.3% | -232.6% | +19.1% |
| 5Y | +21.2% | +635.3% | -614.1% | -18.5% |
| 10Y | +70.6% | +1,162.4% | -1,091.8% | +7.3% |
| All | +70.6% | +1,174.0% | -1,103.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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