+359.1%
VST vs IJH
+52.3%
+306.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.5% |
| 7D | +9.9% | +1.0% | +8.9% | +8.4% |
| 30D | +7.9% | -3.1% | +11.0% | +12.8% |
| 3M | +3.4% | +1.9% | +1.5% | +0.6% |
| 6M | -4.1% | +11.0% | -15.1% | -17.0% |
| YTD | -5.7% | +14.7% | -20.4% | -21.9% |
| 1Y | -18.9% | +15.6% | -34.5% | -33.6% |
| 3Y | +359.1% | +52.5% | +306.5% | +198.5% |
| All | +359.1% | +52.3% | +306.7% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling