+296.7%
VST vs SITM
+318.4%
-21.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.5% |
| 7D | +6.6% | +6.6% | 0.0% | +4.5% |
| 30D | -12.4% | -15.3% | +2.9% | -8.4% |
| 3M | -9.0% | -35.4% | +26.4% | +1.4% |
| 6M | -6.4% | -46.8% | +40.3% | +7.4% |
| YTD | -17.2% | +25.9% | -43.1% | -31.1% |
| 1Y | -22.0% | +54.0% | -76.0% | -40.0% |
| 3Y | +296.7% | +315.6% | -18.9% | +109.2% |
| All | +296.7% | +318.4% | -21.7% | +109.2% |
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 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