-20.9%
VST vs VIG
+6.8%
-27.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.7% |
| 7D | -9.8% | -1.8% | -8.0% | -8.3% |
| 30D | -25.1% | +2.7% | -27.8% | -27.6% |
| 3M | -11.6% | 0.0% | -11.6% | -12.5% |
| 6M | -20.9% | +6.8% | -27.7% | -34.4% |
| All | -20.9% | +6.8% | -27.7% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling