+21.5%
VZ vs VST
+515.1%
-493.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.0% | -0.2% |
| 7D | +5.6% | -19.9% | +25.5% | +5.3% |
| 30D | +1.9% | -29.7% | +31.5% | +1.4% |
| 3M | +0.8% | -19.6% | +20.4% | +0.4% |
| 6M | +0.6% | -29.4% | +30.0% | +0.2% |
| YTD | +20.8% | -29.7% | +50.5% | +20.3% |
| 1Y | +23.9% | -40.0% | +64.0% | +23.6% |
| 3Y | +55.7% | +231.0% | -175.3% | +23.5% |
| 5Y | +21.5% | +500.1% | -478.5% | -12.3% |
| All | +21.5% | +515.1% | -493.5% | -12.3% |
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 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