-18.9%
VST vs SITM
+150.1%
-169.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +1.9% |
| 7D | +9.9% | +8.4% | +1.5% | +8.7% |
| 30D | +7.9% | -17.4% | +25.3% | +10.4% |
| 3M | +3.4% | -9.8% | +13.3% | +3.3% |
| 6M | -4.1% | +83.0% | -87.1% | -13.5% |
| YTD | -5.7% | +69.6% | -75.3% | -15.2% |
| 1Y | -18.9% | +144.9% | -163.8% | -24.7% |
| All | -18.9% | +150.1% | -169.0% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling