+608.4%
VST vs IAU
+105.6%
+502.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | -4.6% | +11.2% | +8.4% |
| 30D | -12.4% | -5.4% | -6.9% | -10.7% |
| 3M | -9.0% | -10.9% | +1.9% | -5.3% |
| 6M | -6.4% | -17.4% | +10.9% | -0.2% |
| YTD | -17.2% | -10.2% | -7.0% | -15.2% |
| 1Y | -22.0% | -7.1% | -15.0% | -21.3% |
| 3Y | +296.7% | +97.7% | +198.9% | +193.7% |
| All | +608.4% | +105.6% | +502.8% | +403.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling