+691.8%
VST vs VT
+57.9%
+633.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.8% | -1.6% | -3.2% | -2.8% |
| 30D | -0.3% | -2.5% | +2.2% | +3.5% |
| 3M | -10.3% | -1.3% | -9.0% | -8.6% |
| 6M | -9.8% | +3.1% | -12.9% | -12.9% |
| YTD | -13.1% | +10.9% | -24.0% | -23.4% |
| 1Y | -27.3% | +12.1% | -39.3% | -36.7% |
| 3Y | +309.3% | +73.9% | +235.4% | +137.4% |
| All | +691.8% | +57.9% | +633.9% | +379.8% |
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