-34.9%
VST vs VMC
+3.7%
-38.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.6% | -18.4% | -14.8% |
| 7D | -15.7% | +12.3% | -28.1% | -18.5% |
| 30D | -17.0% | +21.2% | -38.2% | -21.9% |
| 3M | -15.9% | +4.6% | -20.5% | -16.9% |
| 6M | -25.0% | +3.9% | -28.9% | -26.3% |
| YTD | -25.1% | +5.0% | -30.1% | -28.7% |
| 1Y | -34.9% | +2.6% | -37.5% | -37.4% |
| All | -34.9% | +3.7% | -38.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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