+1,164.9%
VST vs IT
+90.0%
+1,074.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | -12.4% | -1.8% | -10.5% | -13.0% |
| 3M | -9.0% | +4.8% | -13.8% | -11.8% |
| 6M | -6.4% | +33.0% | -39.5% | -17.6% |
| YTD | -17.2% | -23.8% | +6.6% | -14.1% |
| 1Y | -22.0% | -16.5% | -5.5% | -22.0% |
| 3Y | +296.7% | -53.6% | +350.3% | +386.0% |
| 5Y | +637.6% | -42.1% | +679.7% | +707.2% |
| All | +1,164.9% | +90.0% | +1,074.9% | +723.9% |
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