+361.1%
VST vs VTV
+70.8%
+290.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.9% |
| 7D | +8.9% | +0.5% | +8.4% | +8.0% |
| 30D | +6.2% | +1.1% | +5.1% | +4.4% |
| 3M | -2.7% | +5.9% | -8.6% | -11.4% |
| 6M | -8.4% | +11.6% | -20.0% | -23.4% |
| YTD | -7.2% | +19.8% | -27.0% | -30.8% |
| 1Y | -20.9% | +26.2% | -47.1% | -46.1% |
| All | +361.1% | +70.8% | +290.2% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling