+769.3%
VST vs IBB
+22.5%
+746.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +8.9% | +1.4% | +7.5% | +8.2% |
| 30D | +6.2% | +10.5% | -4.3% | +1.1% |
| 3M | -2.7% | +23.6% | -26.4% | -12.7% |
| 6M | -8.4% | +22.6% | -31.0% | -17.6% |
| YTD | -7.2% | +25.7% | -32.9% | -17.9% |
| 1Y | -20.9% | +51.4% | -72.3% | -36.8% |
| 3Y | +384.0% | +64.4% | +319.6% | +265.6% |
| All | +769.3% | +22.5% | +746.9% | +578.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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