+1,238.2%
VST vs IEF
+4.9%
+1,233.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | +7.9% | -0.7% | +8.6% | +7.7% |
| 3M | +3.4% | -0.4% | +3.9% | +3.3% |
| 6M | -4.1% | -2.5% | -1.6% | -5.1% |
| YTD | -5.7% | -1.6% | -4.1% | -6.3% |
| 1Y | -18.9% | -1.3% | -17.6% | -19.3% |
| 3Y | +359.1% | +10.1% | +349.0% | +374.9% |
| 5Y | +766.9% | -8.3% | +775.2% | +657.7% |
| All | +1,238.2% | +4.9% | +1,233.3% | +1,149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling