+483.1%
VST vs SITM
+3,519.6%
-3,036.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +19.2% | +32.5% | -13.4% | +13.2% |
| 30D | -17.2% | -18.8% | +1.7% | -14.1% |
| 3M | -8.1% | -30.9% | +22.7% | -2.7% |
| 6M | -8.1% | -44.5% | +36.3% | -0.5% |
| YTD | -16.3% | +33.2% | -49.5% | -24.0% |
| 1Y | -24.1% | +53.8% | -78.0% | -33.1% |
| 3Y | +300.2% | +335.7% | -35.5% | +192.8% |
| 5Y | +645.9% | +84.6% | +561.3% | +460.7% |
| All | +483.1% | +3,519.6% | -3,036.5% | +199.2% |
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