+1,216.9%
VST vs VIG
+249.7%
+967.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.0% |
| 7D | +8.9% | -0.4% | +9.3% | +9.4% |
| 30D | +6.2% | -1.0% | +7.2% | +7.3% |
| 3M | -2.7% | +2.8% | -5.5% | -5.7% |
| 6M | -8.4% | +8.2% | -16.5% | -15.9% |
| YTD | -7.2% | +11.0% | -18.2% | -17.1% |
| 1Y | -20.9% | +16.1% | -37.0% | -32.5% |
| 3Y | +384.0% | +56.2% | +327.8% | +216.2% |
| 5Y | +757.1% | +63.0% | +694.1% | +434.5% |
| All | +1,216.9% | +249.7% | +967.1% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling