-93.8%
VSTM vs VT
+387.0%
-480.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +13.6% | +0.4% | +13.1% | +12.7% |
| 30D | +39.7% | +1.0% | +38.7% | +37.6% |
| 3M | +112.4% | +2.4% | +110.1% | +103.6% |
| 6M | +41.1% | +12.0% | +29.1% | +18.2% |
| YTD | +6.2% | +15.3% | -9.1% | -15.0% |
| 1Y | -22.3% | +22.6% | -44.9% | -43.4% |
| 3Y | -16.8% | +74.7% | -91.5% | -64.5% |
| 5Y | -75.1% | +66.1% | -141.2% | -88.2% |
| 10Y | -48.6% | +225.0% | -273.6% | -90.1% |
| All | -93.8% | +387.0% | -480.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling