+1,934.0%
VRT vs VST
+591.4%
+1,342.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | +10.5% | +6.6% | +3.9% | +6.9% |
| 30D | -9.3% | -12.4% | +3.1% | -2.1% |
| 3M | -29.6% | -9.0% | -20.6% | -26.1% |
| 6M | -45.4% | -6.4% | -38.9% | -43.5% |
| YTD | +24.8% | -17.2% | +42.0% | +35.1% |
| 1Y | +23.6% | -22.0% | +45.6% | +37.9% |
| 3Y | +379.7% | +296.7% | +83.0% | +178.6% |
| 5Y | +660.3% | +637.6% | +22.7% | +255.8% |
| All | +1,934.0% | +591.4% | +1,342.6% | +681.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling