+262.4%
VST vs IYR
+36.6%
+225.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.2% | +10.9% |
| 7D | -9.8% | +2.0% | -11.8% | -11.1% |
| 30D | -25.1% | +8.2% | -33.4% | -29.0% |
| 3M | -11.6% | -1.7% | -9.8% | -10.9% |
| 6M | -20.9% | -0.4% | -20.5% | -21.4% |
| YTD | -22.3% | +9.9% | -32.2% | -27.7% |
| 1Y | -32.0% | +10.4% | -42.5% | -37.0% |
| 3Y | +262.4% | +38.4% | +223.9% | +197.7% |
| All | +262.4% | +36.6% | +225.8% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling