+1,216.9%
VST vs TRU
+144.2%
+1,072.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.5% | +5.4% |
| 7D | +8.9% | -6.8% | +15.7% | +11.1% |
| 30D | +6.2% | 0.0% | +6.2% | +5.8% |
| 3M | -2.7% | +13.3% | -16.0% | -8.1% |
| 6M | -8.4% | +3.4% | -11.8% | -11.2% |
| YTD | -7.2% | -6.4% | -0.8% | -7.7% |
| 1Y | -20.9% | -9.7% | -11.2% | -21.2% |
| 3Y | +384.0% | +0.1% | +383.8% | +353.8% |
| 5Y | +757.1% | -34.0% | +791.1% | +812.3% |
| All | +1,216.9% | +144.2% | +1,072.6% | +887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling