+1,238.2%
VST vs VTV
+231.7%
+1,006.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.5% |
| 7D | +9.9% | +0.3% | +9.6% | +9.5% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | +3.4% | +6.2% | -2.8% | -3.1% |
| 6M | -4.1% | +13.5% | -17.6% | -16.2% |
| YTD | -5.7% | +18.9% | -24.5% | -21.3% |
| 1Y | -18.9% | +25.8% | -44.7% | -36.4% |
| 3Y | +359.1% | +68.7% | +290.3% | +175.3% |
| 5Y | +766.9% | +80.3% | +686.6% | +387.8% |
| All | +1,238.2% | +231.7% | +1,006.5% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling