+582.3%
VST vs VT
+60.6%
+521.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -16.1% |
| 7D | -15.7% | -0.3% | -15.4% | -15.7% |
| 30D | -17.0% | -1.4% | -15.5% | -15.4% |
| 3M | -15.9% | -1.4% | -14.5% | -14.2% |
| 6M | -25.0% | +5.5% | -30.5% | -29.9% |
| YTD | -25.1% | +12.8% | -37.9% | -35.7% |
| 1Y | -34.9% | +15.4% | -50.3% | -45.7% |
| 3Y | +252.7% | +76.9% | +175.8% | +99.3% |
| 5Y | +582.3% | +60.4% | +521.9% | +302.7% |
| All | +582.3% | +60.6% | +521.7% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling