+1,678.9%
VRT vs VST
+486.8%
+1,192.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.2% | -7.9% | -10.6% |
| 7D | -28.1% | -19.9% | -8.2% | -18.3% |
| 30D | -30.2% | -29.7% | -0.5% | -15.2% |
| 3M | -36.4% | -19.6% | -16.8% | -28.4% |
| 6M | -48.2% | -29.4% | -18.8% | -37.5% |
| YTD | +9.2% | -29.7% | +38.9% | +29.4% |
| 1Y | -7.2% | -40.0% | +32.8% | +19.6% |
| 3Y | +338.7% | +231.0% | +107.7% | +180.7% |
| 5Y | +542.8% | +500.1% | +42.8% | +233.4% |
| All | +1,678.9% | +486.8% | +1,192.1% | +648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling