+1,740.6%
VRT vs VST
+548.7%
+1,191.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.6% | -7.1% | -2.3% |
| 7D | -21.4% | -9.8% | -11.5% | -16.5% |
| 30D | -25.8% | -25.1% | -0.7% | -13.1% |
| 3M | -33.5% | -11.6% | -21.9% | -29.2% |
| 6M | -49.0% | -20.9% | -28.1% | -42.4% |
| YTD | +12.9% | -22.3% | +35.2% | +26.4% |
| 1Y | 0.0% | -32.0% | +32.0% | +20.0% |
| 3Y | +361.8% | +262.4% | +99.4% | +179.8% |
| 5Y | +565.1% | +563.4% | +1.8% | +225.6% |
| All | +1,740.6% | +548.7% | +1,191.9% | +630.5% |
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