+301.1%
VST vs IYR
+41.6%
+259.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +19.2% | -0.1% | +19.3% | +19.2% |
| 30D | -17.2% | +5.7% | -22.9% | -20.2% |
| 3M | -8.1% | -0.6% | -7.5% | -8.0% |
| 6M | -8.1% | +0.5% | -8.7% | -9.2% |
| YTD | -16.3% | +10.4% | -26.7% | -22.3% |
| 1Y | -24.1% | +9.2% | -33.3% | -29.0% |
| All | +301.1% | +41.6% | +259.6% | +224.2% |
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