+2,723.0%
VRT vs VST
+674.8%
+2,048.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +2.4% |
| 7D | +9.1% | +8.9% | +0.2% | +4.1% |
| 30D | +0.9% | +6.2% | -5.3% | -2.3% |
| 3M | -13.4% | -2.7% | -10.7% | -11.7% |
| 6M | +11.7% | -8.4% | +20.0% | +16.2% |
| YTD | +73.2% | -7.2% | +80.4% | +76.7% |
| 1Y | +123.4% | -20.9% | +144.3% | +147.4% |
| 3Y | +606.2% | +384.0% | +222.2% | +274.1% |
| 5Y | +899.9% | +757.1% | +142.8% | +334.2% |
| All | +2,723.0% | +674.8% | +2,048.3% | +921.2% |
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