-35.1%
VST vs IRE
-97.0%
+61.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -23.2% | +9.4% | -11.7% |
| 7D | -15.7% | -46.8% | +31.1% | -11.4% |
| 30D | -17.0% | -75.5% | +58.5% | -7.8% |
| 3M | -15.9% | -79.4% | +63.5% | -6.7% |
| 6M | -25.0% | -91.3% | +66.3% | -16.2% |
| YTD | -25.1% | -90.8% | +65.7% | -21.6% |
| 1Y | -34.9% | -97.7% | +62.9% | -24.3% |
| All | -35.1% | -97.0% | +61.9% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling