+1,002.6%
VST vs IJR
+158.2%
+844.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | -1.9% | -7.9% | -8.6% |
| 30D | -25.1% | +0.4% | -25.6% | -25.5% |
| 3M | -11.6% | -6.6% | -5.0% | -7.0% |
| 6M | -20.9% | -0.3% | -20.6% | -20.7% |
| YTD | -22.3% | +15.5% | -37.8% | -30.1% |
| 1Y | -32.0% | +19.2% | -51.2% | -40.4% |
| 3Y | +262.4% | +54.6% | +207.8% | +167.9% |
| 5Y | +563.4% | +23.8% | +539.6% | +462.3% |
| 10Y | +1,120.7% | +175.0% | +945.7% | +471.4% |
| All | +1,002.6% | +158.2% | +844.3% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling