+361.1%
VST vs SITM
+395.0%
-33.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +1.7% |
| 7D | +8.9% | +9.7% | -0.8% | +6.2% |
| 30D | +6.2% | +12.7% | -6.5% | +1.0% |
| 3M | -2.7% | -13.4% | +10.7% | -1.9% |
| 6M | -8.4% | +59.6% | -68.0% | -25.8% |
| YTD | -7.2% | +73.3% | -80.5% | -28.2% |
| 1Y | -20.9% | +165.5% | -186.4% | -49.2% |
| All | +361.1% | +395.0% | -33.9% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling