+1,112.0%
VST vs IAU
+208.2%
+903.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.8% |
| 7D | -9.8% | +4.7% | -14.6% | -11.2% |
| 30D | -25.1% | -0.9% | -24.3% | -25.0% |
| 3M | -11.6% | -4.4% | -7.2% | -10.6% |
| 6M | -20.9% | -13.5% | -7.4% | -17.9% |
| YTD | -22.3% | -5.9% | -16.4% | -21.5% |
| 1Y | -32.0% | +1.9% | -33.9% | -32.8% |
| 3Y | +262.4% | +104.1% | +158.3% | +200.9% |
| 5Y | +563.4% | +121.0% | +442.4% | +440.4% |
| All | +1,112.0% | +208.2% | +903.8% | +861.5% |
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