+57.9%
VZ vs VST
+929.5%
-871.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.8% | +15.9% | +2.7% |
| 7D | +6.9% | -15.7% | +22.6% | +7.7% |
| 30D | +2.3% | -17.0% | +19.2% | +2.9% |
| 3M | 0.0% | -15.9% | +15.9% | +0.5% |
| 6M | +0.2% | -25.0% | +25.2% | +1.2% |
| YTD | +20.9% | -25.1% | +46.0% | +21.5% |
| 1Y | +25.2% | -34.9% | +60.1% | +27.0% |
| 3Y | +55.9% | +252.7% | -196.8% | +18.6% |
| 5Y | +22.6% | +582.3% | -559.7% | -17.4% |
| 10Y | +68.6% | +1,076.6% | -1,007.9% | +3.6% |
| All | +57.9% | +929.5% | -871.6% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling