+227.8%
VST vs VT
+69.4%
+158.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | +1.4% |
| 7D | -19.9% | -4.2% | -15.7% | -13.8% |
| 30D | -29.7% | -5.8% | -23.9% | -21.4% |
| 3M | -19.6% | -5.2% | -14.3% | -11.1% |
| 6M | -29.4% | +0.1% | -29.5% | -30.0% |
| YTD | -29.7% | +8.2% | -38.0% | -40.2% |
| 1Y | -40.0% | +10.1% | -50.2% | -50.8% |
| All | +227.8% | +69.4% | +158.4% | +59.7% |
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