+297.5%
VST vs VTV
+76.7%
+220.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +4.2% |
| 7D | -0.5% | -0.5% | 0.0% | +0.1% |
| 30D | -17.1% | +3.1% | -20.1% | -21.5% |
| 3M | -4.6% | +1.8% | -6.4% | -7.8% |
| 6M | -9.1% | +10.9% | -19.9% | -23.7% |
| YTD | -16.6% | +20.9% | -37.5% | -39.4% |
| 1Y | -29.5% | +24.6% | -54.1% | -51.5% |
| 3Y | +297.5% | +78.6% | +219.0% | +89.1% |
| All | +297.5% | +76.7% | +220.8% | +89.1% |
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 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