+1,216.9%
VST vs IYR
+73.3%
+1,143.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +8.9% | -1.2% | +10.2% | +9.9% |
| 30D | +6.2% | -2.9% | +9.1% | +8.4% |
| 3M | -2.7% | +0.8% | -3.6% | -4.0% |
| 6M | -8.4% | +1.9% | -10.2% | -10.0% |
| YTD | -7.2% | +9.6% | -16.8% | -13.7% |
| 1Y | -20.9% | +8.1% | -29.0% | -25.9% |
| 3Y | +384.0% | +29.2% | +354.8% | +293.1% |
| 5Y | +757.1% | +4.3% | +752.8% | +712.3% |
| All | +1,216.9% | +73.3% | +1,143.5% | +776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling