+262.4%
VST vs IEF
+12.2%
+250.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.7% | +10.5% |
| 7D | -9.8% | +0.1% | -9.9% | -9.7% |
| 30D | -25.1% | +3.1% | -28.2% | -24.7% |
| 3M | -11.6% | -0.5% | -11.1% | -11.5% |
| 6M | -20.9% | -1.6% | -19.3% | -21.2% |
| YTD | -22.3% | -1.6% | -20.7% | -22.5% |
| 1Y | -32.0% | -1.5% | -30.5% | -32.1% |
| 3Y | +262.4% | +12.4% | +250.0% | +256.7% |
| All | +262.4% | +12.2% | +250.2% | +256.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling