+1,164.9%
VST vs IAU
+210.9%
+953.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | -4.6% | +11.2% | +8.0% |
| 30D | -12.4% | -5.4% | -6.9% | -11.0% |
| 3M | -9.0% | -10.9% | +1.9% | -6.1% |
| 6M | -6.4% | -17.4% | +10.9% | -1.5% |
| YTD | -17.2% | -10.2% | -7.0% | -15.2% |
| 1Y | -22.0% | -7.1% | -15.0% | -21.0% |
| 3Y | +296.7% | +97.7% | +198.9% | +231.4% |
| 5Y | +637.6% | +105.3% | +532.3% | +507.8% |
| All | +1,164.9% | +210.9% | +953.9% | +910.8% |
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