+227.8%
VST vs IAU
+104.9%
+122.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.5% |
| 7D | -19.9% | +1.9% | -21.8% | -20.7% |
| 30D | -29.7% | -1.7% | -27.9% | -29.2% |
| 3M | -19.6% | -3.6% | -16.0% | -18.5% |
| 6M | -29.4% | -10.1% | -19.3% | -26.5% |
| YTD | -29.7% | -5.1% | -24.6% | -29.9% |
| 1Y | -40.0% | +2.6% | -42.6% | -42.6% |
| All | +227.8% | +104.9% | +122.9% | +96.1% |
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