+905.2%
VRT vs VST
+761.6%
+143.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +2.1% |
| 7D | +9.1% | +8.9% | +0.2% | +3.3% |
| 30D | +0.9% | +6.2% | -5.3% | -2.9% |
| 3M | -13.4% | -2.7% | -10.7% | -11.5% |
| 6M | +11.7% | -8.4% | +20.0% | +16.7% |
| YTD | +73.2% | -7.2% | +80.4% | +76.2% |
| 1Y | +123.4% | -20.9% | +144.3% | +150.3% |
| 3Y | +606.2% | +384.0% | +222.2% | +199.5% |
| All | +905.2% | +761.6% | +143.7% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling