-28.5%
VST vs TRU
+3.5%
-32.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +7.6% |
| 7D | -0.5% | +4.9% | -5.4% | +0.1% |
| 30D | -17.1% | +26.9% | -44.0% | -16.1% |
| 3M | -4.6% | +4.0% | -8.6% | -4.2% |
| 6M | -9.1% | +15.8% | -24.9% | -9.7% |
| YTD | -16.6% | -2.6% | -14.0% | -18.0% |
| All | -28.5% | +3.5% | -32.0% | -28.5% |
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