+25.5%
VZ vs VST
+761.6%
-736.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.9% |
| 7D | +0.1% | +8.9% | -8.8% | +0.1% |
| 30D | +7.9% | +6.2% | +1.7% | +7.9% |
| 3M | +13.6% | -2.7% | +16.4% | +13.6% |
| 6M | +1.1% | -8.4% | +9.5% | +1.1% |
| YTD | +29.3% | -7.2% | +36.5% | +29.3% |
| 1Y | +21.2% | -20.9% | +42.1% | +21.4% |
| 3Y | +75.9% | +384.0% | -308.1% | +39.0% |
| All | +25.5% | +761.6% | -736.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling