+1,112.0%
VST vs IT
+100.5%
+1,011.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.0% | +14.6% | +11.4% |
| 7D | -9.8% | -16.9% | +7.1% | -6.8% |
| 30D | -25.1% | +2.3% | -27.5% | -26.5% |
| 3M | -11.6% | +2.9% | -14.4% | -14.0% |
| 6M | -20.9% | +25.9% | -46.8% | -29.3% |
| YTD | -22.3% | -24.6% | +2.3% | -19.3% |
| 1Y | -32.0% | -16.0% | -16.0% | -32.3% |
| 3Y | +262.4% | -51.6% | +314.0% | +335.6% |
| 5Y | +563.4% | -42.6% | +606.0% | +626.4% |
| All | +1,112.0% | +100.5% | +1,011.5% | +695.0% |
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