-93.0%
VSTM vs VT
+357.0%
-449.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +1.3% |
| 7D | -2.9% | -4.2% | +1.3% | +3.4% |
| 30D | +21.0% | -5.8% | +26.8% | +32.0% |
| 3M | +59.8% | -5.2% | +65.0% | +72.7% |
| 6M | +57.4% | +0.1% | +57.3% | +55.4% |
| YTD | +21.5% | +8.2% | +13.3% | +6.6% |
| 1Y | +15.0% | +10.1% | +4.8% | -2.1% |
| 3Y | +36.9% | +69.7% | -32.7% | -39.2% |
| 5Y | -71.6% | +53.4% | -125.0% | -84.8% |
| 10Y | -30.8% | +219.2% | -250.0% | -86.3% |
| All | -93.0% | +357.0% | -449.9% | -99.0% |
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 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