+1,112.0%
VST vs IYR
+82.1%
+1,029.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.2% | +11.0% |
| 7D | -9.8% | +2.0% | -11.8% | -11.4% |
| 30D | -25.1% | +8.2% | -33.4% | -29.8% |
| 3M | -11.6% | -1.7% | -9.8% | -11.1% |
| 6M | -20.9% | -0.4% | -20.5% | -21.6% |
| YTD | -22.3% | +9.9% | -32.2% | -28.3% |
| 1Y | -32.0% | +10.4% | -42.5% | -37.5% |
| 3Y | +262.4% | +38.4% | +223.9% | +178.8% |
| 5Y | +563.4% | +5.2% | +558.1% | +520.7% |
| All | +1,112.0% | +82.1% | +1,029.9% | +712.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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