+262.4%
VST vs IJR
+53.2%
+209.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.4% |
| 7D | -9.8% | -1.9% | -7.9% | -8.2% |
| 30D | -25.1% | +0.4% | -25.6% | -25.6% |
| 3M | -11.6% | -6.6% | -5.0% | -5.4% |
| 6M | -20.9% | -0.3% | -20.6% | -20.9% |
| YTD | -22.3% | +15.5% | -37.8% | -33.0% |
| 1Y | -32.0% | +19.2% | -51.2% | -43.4% |
| 3Y | +262.4% | +54.6% | +207.8% | +159.9% |
| All | +262.4% | +53.2% | +209.2% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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