+262.4%
VST vs IAU
+103.2%
+159.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.9% |
| 7D | -9.8% | +4.7% | -14.6% | -11.8% |
| 30D | -25.1% | -0.9% | -24.3% | -24.9% |
| 3M | -11.6% | -4.4% | -7.2% | -10.1% |
| 6M | -20.9% | -13.5% | -7.4% | -16.5% |
| YTD | -22.3% | -5.9% | -16.4% | -22.2% |
| 1Y | -32.0% | +1.9% | -33.9% | -34.7% |
| 3Y | +262.4% | +104.1% | +158.3% | +117.4% |
| All | +262.4% | +103.2% | +159.1% | +117.4% |
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