+1,121.2%
VST vs IAU
+213.5%
+907.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | -6.0% | +2.8% | -8.8% | -6.9% |
| 30D | -18.8% | -4.0% | -14.8% | -17.8% |
| 3M | -8.0% | -8.2% | +0.2% | -5.8% |
| 6M | -10.9% | -14.8% | +3.8% | -7.0% |
| YTD | -18.3% | -6.7% | -11.6% | -17.3% |
| 1Y | -29.9% | -2.2% | -27.7% | -30.0% |
| 3Y | +290.3% | +106.7% | +183.6% | +222.0% |
| 5Y | +635.3% | +114.8% | +520.5% | +498.4% |
| All | +1,121.2% | +213.5% | +907.7% | +863.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling