-20.9%
VST vs VMC
-4.4%
-16.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.5% | +10.7% |
| 7D | -9.8% | +0.5% | -10.3% | -10.0% |
| 30D | -25.1% | +15.8% | -41.0% | -28.9% |
| 3M | -11.6% | +0.6% | -12.2% | -11.5% |
| 6M | -20.9% | -4.0% | -16.9% | -19.2% |
| All | -20.9% | -4.4% | -16.5% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling