-72.5%
VSTM vs VT
+57.5%
-130.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +4.2% | -3.1% | +7.2% | +9.1% |
| 3M | +28.6% | -3.5% | +32.1% | +35.4% |
| 6M | +78.5% | +0.5% | +78.1% | +75.3% |
| YTD | +13.1% | +10.8% | +2.3% | -6.2% |
| 1Y | +5.8% | +11.9% | -6.1% | -14.1% |
| 3Y | +36.8% | +73.0% | -36.1% | -48.7% |
| 5Y | -72.5% | +58.6% | -131.2% | -87.0% |
| All | -72.5% | +57.5% | -130.1% | -87.0% |
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