-19.6%
VST vs IRE
-84.4%
+64.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +2.4% |
| 7D | +8.9% | +54.8% | -45.9% | +5.1% |
| 30D | +6.2% | +18.4% | -12.2% | +3.7% |
| 3M | -2.7% | -66.7% | +64.0% | +0.7% |
| 6M | -8.4% | -52.3% | +44.0% | -11.4% |
| YTD | -7.2% | -52.3% | +45.1% | -13.8% |
| All | -19.6% | -84.4% | +64.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling