+641.9%
VST vs MTB
+65.0%
+576.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +10.9% | -2.0% | +12.9% | +11.7% |
| 30D | -15.6% | +0.1% | -15.7% | -15.7% |
| 3M | -7.8% | -12.1% | +4.4% | -4.1% |
| 6M | -12.0% | +7.3% | -19.3% | -14.4% |
| YTD | -16.9% | +11.5% | -28.4% | -20.6% |
| 1Y | -25.1% | +21.3% | -46.4% | -30.6% |
| 3Y | +297.1% | +104.1% | +192.9% | +218.1% |
| 5Y | +641.9% | +61.8% | +580.1% | +528.4% |
| All | +641.9% | +65.0% | +576.9% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling