+441.0%
VST vs SITM
+3,107.0%
-2,666.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +17.4% | -6.9% | +7.4% |
| 7D | -9.8% | -6.7% | -3.1% | -8.6% |
| 30D | -25.1% | -37.3% | +12.2% | -18.8% |
| 3M | -11.6% | -39.4% | +27.8% | -4.2% |
| 6M | -20.9% | -33.1% | +12.2% | -17.7% |
| YTD | -22.3% | +18.0% | -40.3% | -27.9% |
| 1Y | -32.0% | +22.7% | -54.7% | -37.6% |
| 3Y | +262.4% | +283.8% | -21.4% | +171.2% |
| 5Y | +563.4% | +45.0% | +518.3% | +414.9% |
| All | +441.0% | +3,107.0% | -2,666.0% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling