+373.4%
VST vs VT
+75.0%
+298.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | +8.9% | +0.4% | +8.5% | +8.0% |
| 30D | +6.2% | +1.0% | +5.2% | +4.3% |
| 3M | -2.7% | +2.4% | -5.1% | -7.0% |
| 6M | -8.4% | +12.0% | -20.4% | -26.1% |
| YTD | -7.2% | +15.3% | -22.5% | -29.1% |
| 1Y | -20.9% | +22.6% | -43.5% | -46.3% |
| All | +373.4% | +75.0% | +298.4% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling