+769.3%
VST vs SITM
+170.8%
+598.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.1% |
| 7D | +8.9% | +9.7% | -0.8% | +6.8% |
| 30D | +6.2% | +12.7% | -6.5% | +2.3% |
| 3M | -2.7% | -13.4% | +10.7% | -2.0% |
| 6M | -8.4% | +59.6% | -68.0% | -21.0% |
| YTD | -7.2% | +73.3% | -80.5% | -22.4% |
| 1Y | -20.9% | +165.5% | -186.4% | -41.4% |
| 3Y | +384.0% | +368.7% | +15.3% | +212.9% |
| All | +769.3% | +170.8% | +598.6% | +442.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling