+1,083.1%
VST vs ITOT
+291.0%
+792.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +4.7% |
| 7D | -0.5% | +0.2% | -0.7% | -0.8% |
| 30D | -17.1% | -3.0% | -14.0% | -14.2% |
| 3M | -4.6% | -2.7% | -1.9% | -1.5% |
| 6M | -9.1% | +2.6% | -11.7% | -11.1% |
| YTD | -16.6% | +11.5% | -28.1% | -25.0% |
| 1Y | -29.5% | +13.5% | -43.0% | -37.7% |
| 3Y | +297.5% | +79.7% | +217.8% | +143.2% |
| 5Y | +654.5% | +64.2% | +590.3% | +392.4% |
| 10Y | +1,205.2% | +290.2% | +915.1% | +314.2% |
| All | +1,083.1% | +291.0% | +792.2% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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