+1,232.7%
VST vs IYR
+71.3%
+1,161.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.4% |
| 7D | +5.3% | -0.9% | +6.2% | +6.0% |
| 30D | +5.8% | -2.4% | +8.1% | +7.5% |
| 3M | +3.5% | -2.0% | +5.5% | +4.4% |
| 6M | -7.4% | +2.5% | -9.9% | -9.6% |
| YTD | -6.1% | +8.3% | -14.4% | -11.9% |
| 1Y | -21.6% | +6.5% | -28.1% | -25.7% |
| 3Y | +357.2% | +29.3% | +327.9% | +271.1% |
| 5Y | +777.0% | +5.7% | +771.4% | +722.0% |
| All | +1,232.7% | +71.3% | +1,161.5% | +795.3% |
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