+1,142.3%
VST vs IT
+93.0%
+1,049.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.3% |
| 7D | +10.9% | -6.8% | +17.8% | +12.5% |
| 30D | -15.6% | -0.6% | -15.0% | -16.4% |
| 3M | -7.8% | +3.1% | -10.8% | -10.2% |
| 6M | -12.0% | +25.5% | -37.5% | -20.9% |
| YTD | -16.9% | -23.5% | +6.6% | -13.9% |
| 1Y | -25.1% | -16.6% | -8.4% | -25.0% |
| 3Y | +297.1% | -53.1% | +350.2% | +384.8% |
| 5Y | +641.9% | -41.4% | +683.4% | +708.9% |
| 10Y | +1,142.3% | +90.9% | +1,051.4% | +707.9% |
| All | +1,142.3% | +93.0% | +1,049.3% | +707.9% |
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