+531.0%
VIST vs VT
+130.0%
+401.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -18.5% | -2.3% | -16.2% | -16.2% |
| 30D | -12.2% | -5.0% | -7.3% | -6.8% |
| 3M | -13.4% | -4.9% | -8.5% | -8.6% |
| 6M | -16.3% | -1.5% | -14.7% | -16.2% |
| YTD | +18.0% | +8.5% | +9.5% | +1.8% |
| 1Y | +18.9% | +11.4% | +7.5% | -1.2% |
| 3Y | +111.3% | +70.1% | +41.2% | -1.8% |
| 5Y | +881.5% | +53.7% | +827.8% | +428.1% |
| All | +531.0% | +130.0% | +401.0% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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