+897.3%
VST vs IT
+124.1%
+773.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.8% | -5.3% |
| 7D | -19.9% | -12.0% | -7.9% | -18.1% |
| 30D | -29.7% | +7.1% | -36.8% | -31.4% |
| 3M | -19.6% | +6.3% | -25.8% | -22.1% |
| 6M | -29.4% | +32.5% | -61.9% | -37.4% |
| YTD | -29.7% | -21.5% | -8.2% | -27.5% |
| 1Y | -40.0% | -16.5% | -23.6% | -39.7% |
| 3Y | +231.0% | -48.8% | +279.8% | +292.0% |
| 5Y | +500.1% | -40.2% | +540.3% | +552.0% |
| 10Y | +1,004.2% | +112.1% | +892.1% | +627.6% |
| All | +897.3% | +124.1% | +773.2% | +552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling