+619.5%
VRT vs VST
+372.0%
+247.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +1.9% |
| 7D | +9.1% | +8.9% | +0.2% | +2.9% |
| 30D | +0.9% | +6.2% | -5.3% | -3.2% |
| 3M | -13.4% | -2.7% | -10.7% | -11.5% |
| 6M | +11.7% | -8.4% | +20.0% | +16.8% |
| YTD | +73.2% | -7.2% | +80.4% | +75.9% |
| 1Y | +123.4% | -20.9% | +144.3% | +151.4% |
| All | +619.5% | +372.0% | +247.6% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling