+68.9%
VZ vs VST
+1,175.7%
-1,106.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | +0.1% | +8.9% | -8.8% | -0.4% |
| 30D | +7.9% | +6.2% | +1.7% | +7.5% |
| 3M | +13.6% | -2.7% | +16.4% | +13.6% |
| 6M | +1.1% | -8.4% | +9.5% | +1.2% |
| YTD | +29.3% | -7.2% | +36.5% | +29.0% |
| 1Y | +21.2% | -20.9% | +42.1% | +22.0% |
| 3Y | +75.9% | +384.0% | -308.1% | +30.6% |
| 5Y | +24.1% | +757.1% | -733.0% | -17.3% |
| All | +68.9% | +1,175.7% | -1,106.8% | +4.1% |
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