+769.3%
VST vs IR
+45.6%
+723.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | +8.9% | -2.8% | +11.7% | +10.5% |
| 30D | +6.2% | -15.1% | +21.3% | +15.5% |
| 3M | -2.7% | +6.1% | -8.8% | -6.6% |
| 6M | -8.4% | -16.8% | +8.5% | -0.4% |
| YTD | -7.2% | -3.5% | -3.7% | -7.6% |
| 1Y | -20.9% | -3.5% | -17.4% | -21.7% |
| 3Y | +384.0% | +9.5% | +374.5% | +361.1% |
| All | +769.3% | +45.6% | +723.7% | +580.9% |
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