+769.3%
VST vs MTB
+101.8%
+667.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.9% | +1.7% | +7.2% | +8.3% |
| 30D | +6.2% | -4.2% | +10.4% | +7.6% |
| 3M | -2.7% | +8.9% | -11.6% | -5.6% |
| 6M | -8.4% | +10.9% | -19.2% | -11.7% |
| YTD | -7.2% | +21.5% | -28.7% | -13.4% |
| 1Y | -20.9% | +21.9% | -42.8% | -26.4% |
| 3Y | +384.0% | +109.2% | +274.7% | +286.9% |
| All | +769.3% | +101.8% | +667.5% | +611.6% |
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