+645.9%
VST vs VMC
+46.0%
+599.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | +19.2% | -1.7% | +20.8% | +20.1% |
| 30D | -17.2% | +15.3% | -32.4% | -23.6% |
| 3M | -8.1% | +0.3% | -8.4% | -9.1% |
| 6M | -8.1% | +0.9% | -9.0% | -10.1% |
| YTD | -16.3% | -1.0% | -15.2% | -18.0% |
| 1Y | -24.1% | -4.3% | -19.8% | -24.2% |
| 3Y | +300.2% | +35.3% | +264.9% | +236.8% |
| 5Y | +645.9% | +44.4% | +601.5% | +487.2% |
| All | +645.9% | +46.0% | +599.9% | +487.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling