+769.3%
VST vs IT
-40.5%
+809.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.1% |
| 7D | +8.9% | -6.0% | +14.9% | +9.7% |
| 30D | +6.2% | 0.0% | +6.2% | +6.0% |
| 3M | -2.7% | +13.1% | -15.8% | -5.1% |
| 6M | -8.4% | +11.7% | -20.0% | -11.2% |
| YTD | -7.2% | -26.1% | +18.9% | +0.4% |
| 1Y | -20.9% | -21.3% | +0.4% | -17.2% |
| 3Y | +384.0% | -46.7% | +430.7% | +492.0% |
| All | +769.3% | -40.5% | +809.9% | +849.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling