+297.5%
VST vs IAU
+110.6%
+187.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.6% |
| 7D | -0.5% | +4.9% | -5.4% | -2.6% |
| 30D | -17.1% | -1.4% | -15.7% | -16.5% |
| 3M | -4.6% | -4.8% | +0.2% | -2.8% |
| 6M | -9.1% | -12.5% | +3.4% | -4.4% |
| YTD | -16.6% | -4.2% | -12.4% | -17.1% |
| 1Y | -29.5% | +3.1% | -32.6% | -32.5% |
| 3Y | +297.5% | +110.0% | +187.5% | +138.7% |
| All | +297.5% | +110.6% | +187.0% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling