+1,116.3%
VST vs TRU
+166.6%
+949.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.2% |
| 7D | -9.8% | +5.7% | -15.5% | -11.6% |
| 30D | -25.1% | +29.2% | -54.4% | -31.6% |
| 3M | -11.6% | +2.7% | -14.2% | -13.7% |
| 6M | -20.9% | +15.2% | -36.1% | -26.7% |
| YTD | -22.3% | -4.9% | -17.4% | -24.1% |
| 1Y | -32.0% | +3.4% | -35.4% | -35.7% |
| 3Y | +262.4% | +63.2% | +199.2% | +190.4% |
| 5Y | +563.4% | -26.6% | +590.0% | +570.3% |
| All | +1,116.3% | +166.6% | +949.7% | +828.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling