-20.9%
VST vs VG
+14.1%
-35.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +8.9% | +1.7% | +7.2% | +8.9% |
| 30D | +6.2% | +16.0% | -9.8% | +6.4% |
| 3M | -2.7% | +9.7% | -12.5% | -2.3% |
| 6M | -8.4% | +29.6% | -37.9% | -9.1% |
| YTD | -7.2% | +112.0% | -119.2% | -13.5% |
| 1Y | -20.9% | +12.8% | -33.7% | -17.3% |
| All | -20.9% | +14.1% | -35.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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