+1,216.9%
VST vs VMC
+156.6%
+1,060.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +8.9% | -4.3% | +13.2% | +10.8% |
| 30D | +6.2% | -8.2% | +14.5% | +9.9% |
| 3M | -2.7% | -7.0% | +4.3% | -0.3% |
| 6M | -8.4% | -10.8% | +2.4% | -4.8% |
| YTD | -7.2% | -7.4% | +0.2% | -5.2% |
| 1Y | -20.9% | -9.5% | -11.4% | -18.7% |
| 3Y | +384.0% | +20.5% | +363.5% | +347.2% |
| 5Y | +757.1% | +51.6% | +705.5% | +616.3% |
| All | +1,216.9% | +156.6% | +1,060.3% | +752.8% |
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