-34.9%
VST vs IJH
+17.8%
-52.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.6% | -14.4% | -14.6% |
| 7D | -15.7% | +1.7% | -17.4% | -17.7% |
| 30D | -17.0% | +1.2% | -18.2% | -18.3% |
| 3M | -15.9% | -3.4% | -12.4% | -12.1% |
| 6M | -25.0% | +3.7% | -28.7% | -28.5% |
| YTD | -25.1% | +13.9% | -39.0% | -35.6% |
| 1Y | -34.9% | +17.4% | -52.3% | -45.0% |
| All | -34.9% | +17.8% | -52.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling