+753.0%
VST vs IJR
+41.3%
+711.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +8.9% | -0.2% | +9.1% | +9.1% |
| 30D | +6.2% | -2.4% | +8.6% | +8.4% |
| 3M | -2.7% | +3.9% | -6.7% | -5.9% |
| 6M | -8.4% | +12.4% | -20.7% | -16.8% |
| YTD | -7.2% | +21.5% | -28.7% | -20.8% |
| 1Y | -20.9% | +24.0% | -44.9% | -33.8% |
| 3Y | +384.0% | +49.7% | +334.3% | +256.4% |
| All | +753.0% | +41.3% | +711.7% | +535.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling