+296.7%
VST vs TRI
-10.1%
+306.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +6.6% | -2.9% | +9.5% | +6.3% |
| 30D | -12.4% | +3.7% | -16.1% | -12.5% |
| 3M | -9.0% | +3.7% | -12.7% | -9.1% |
| 6M | -6.4% | +35.1% | -41.6% | -9.2% |
| YTD | -17.2% | -14.0% | -3.2% | -9.4% |
| 1Y | -22.0% | -19.0% | -3.1% | -12.8% |
| 3Y | +296.7% | -12.0% | +308.7% | +294.2% |
| All | +296.7% | -10.1% | +306.8% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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