+361.8%
VRT vs VST
+264.2%
+97.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.6% | -7.1% | -3.8% |
| 7D | -21.4% | -9.8% | -11.5% | -15.3% |
| 30D | -25.8% | -25.1% | -0.7% | -9.9% |
| 3M | -33.5% | -11.6% | -21.9% | -28.4% |
| 6M | -49.0% | -20.9% | -28.1% | -41.0% |
| YTD | +12.9% | -22.3% | +35.2% | +28.2% |
| 1Y | 0.0% | -32.0% | +32.0% | +24.3% |
| 3Y | +361.8% | +262.4% | +99.4% | +91.7% |
| All | +361.8% | +264.2% | +97.6% | +91.7% |
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