+1,112.0%
VST vs VMC
+159.8%
+952.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.5% | +10.9% |
| 7D | -9.8% | +0.5% | -10.3% | -10.4% |
| 30D | -25.1% | +15.8% | -41.0% | -30.0% |
| 3M | -11.6% | +0.6% | -12.2% | -12.5% |
| 6M | -20.9% | -4.0% | -16.9% | -20.5% |
| YTD | -22.3% | -0.3% | -22.0% | -23.6% |
| 1Y | -32.0% | -0.5% | -31.5% | -33.1% |
| 3Y | +262.4% | +39.6% | +222.8% | +215.0% |
| 5Y | +563.4% | +50.1% | +513.3% | +451.1% |
| All | +1,112.0% | +159.8% | +952.3% | +704.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling