+373.4%
VST vs VIG
+56.4%
+317.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.3% |
| 7D | +8.9% | -0.4% | +9.3% | +9.7% |
| 30D | +6.2% | -1.0% | +7.2% | +7.9% |
| 3M | -2.7% | +2.8% | -5.5% | -7.5% |
| 6M | -8.4% | +8.2% | -16.5% | -20.3% |
| YTD | -7.2% | +11.0% | -18.2% | -22.7% |
| 1Y | -20.9% | +16.1% | -37.0% | -39.2% |
| All | +373.4% | +56.4% | +317.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling