+500.1%
VST vs IR
+42.7%
+457.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -4.7% |
| 7D | -19.9% | +2.3% | -22.2% | -20.8% |
| 30D | -29.7% | +3.3% | -33.0% | -30.8% |
| 3M | -19.6% | -9.0% | -10.5% | -15.6% |
| 6M | -29.4% | +8.0% | -37.4% | -32.8% |
| YTD | -29.7% | +3.4% | -33.1% | -32.5% |
| 1Y | -40.0% | +4.5% | -44.6% | -42.9% |
| 3Y | +231.0% | +25.6% | +205.4% | +196.9% |
| 5Y | +500.1% | +43.8% | +456.3% | +381.0% |
| All | +500.1% | +42.7% | +457.4% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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