+645.9%
VST vs USFR
+21.4%
+624.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | +0.1% | +19.1% | +19.1% |
| 30D | -17.2% | +0.4% | -17.5% | -17.3% |
| 3M | -8.1% | +1.0% | -9.2% | -8.7% |
| 6M | -8.1% | +2.0% | -10.2% | -9.2% |
| YTD | -16.3% | +3.4% | -19.7% | -18.8% |
| 1Y | -24.1% | +4.1% | -28.2% | -27.4% |
| 3Y | +300.2% | +14.4% | +285.8% | +258.1% |
| 5Y | +645.9% | +21.4% | +624.5% | +508.9% |
| All | +645.9% | +21.4% | +624.5% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling