+1,205.2%
VST vs IT
+96.9%
+1,108.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | -0.5% | -18.8% | +18.3% | +3.3% |
| 30D | -17.1% | -0.1% | -17.0% | -18.0% |
| 3M | -4.6% | +2.9% | -7.5% | -7.2% |
| 6M | -9.1% | +20.4% | -29.5% | -17.4% |
| YTD | -16.6% | -24.3% | +7.7% | -13.4% |
| 1Y | -29.5% | -17.2% | -12.3% | -29.4% |
| 3Y | +297.5% | -52.4% | +349.9% | +381.7% |
| 5Y | +654.5% | -43.7% | +698.2% | +733.5% |
| 10Y | +1,205.2% | +90.3% | +1,114.9% | +747.6% |
| All | +1,205.2% | +96.9% | +1,108.3% | +747.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling