-40.0%
VST vs IRE
-98.6%
+58.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -33.9% | +27.8% | -3.0% |
| 7D | -19.9% | -57.1% | +37.2% | -14.4% |
| 30D | -29.7% | -84.4% | +54.8% | -19.4% |
| 3M | -19.6% | -85.0% | +65.4% | -8.8% |
| 6M | -29.4% | -95.2% | +65.8% | -17.5% |
| YTD | -29.7% | -93.9% | +64.2% | -23.7% |
| 1Y | -40.0% | -98.8% | +58.8% | -27.4% |
| All | -40.0% | -98.6% | +58.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling