+1,216.9%
VST vs MKTX
+11.3%
+1,205.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.4% | +8.5% | +8.9% |
| 30D | +6.2% | +1.1% | +5.1% | +6.1% |
| 3M | -2.7% | +36.1% | -38.8% | -6.0% |
| 6M | -8.4% | -12.9% | +4.5% | -7.3% |
| YTD | -7.2% | -8.5% | +1.3% | -6.6% |
| 1Y | -20.9% | -7.5% | -13.3% | -20.7% |
| 3Y | +384.0% | -28.3% | +412.3% | +388.8% |
| 5Y | +757.1% | -63.3% | +820.4% | +863.4% |
| All | +1,216.9% | +11.3% | +1,205.5% | +1,013.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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