-21.2%
VST vs VG
-39.3%
+18.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +8.9% | +1.7% | +7.2% | +8.5% |
| 30D | +6.2% | +16.0% | -9.8% | +3.1% |
| 3M | -2.7% | +9.7% | -12.5% | -5.4% |
| 6M | -8.4% | +29.6% | -37.9% | -17.9% |
| YTD | -7.2% | +112.0% | -119.2% | -30.4% |
| 1Y | -20.9% | +12.8% | -33.7% | -28.0% |
| All | -21.2% | -39.3% | +18.1% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling