+1,002.6%
VST vs VMC
+176.2%
+826.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +214.9% |
| 5Y | +563.4% | +50.1% | +513.3% | +451.0% |
| 10Y | +1,120.7% | +163.9% | +956.8% | +682.7% |
| All | +1,002.6% | +176.2% | +826.4% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling