-20.9%
VST vs TRU
-7.3%
-13.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.5% | +3.3% |
| 7D | +8.9% | -6.8% | +15.7% | +8.7% |
| 30D | +6.2% | 0.0% | +6.2% | +6.1% |
| 3M | -2.7% | +13.3% | -16.0% | -3.4% |
| 6M | -8.4% | +3.4% | -11.8% | -8.9% |
| YTD | -7.2% | -6.4% | -0.8% | -8.7% |
| 1Y | -20.9% | -9.7% | -11.2% | -24.1% |
| All | -20.9% | -7.3% | -13.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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