-24.4%
VSTS vs VT
+77.9%
-102.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.2% |
| 30D | +0.7% | -1.7% | +2.5% | +3.0% |
| 3M | +3.4% | -2.3% | +5.7% | +6.5% |
| 6M | +54.3% | +1.5% | +52.8% | +49.9% |
| YTD | +115.1% | +12.0% | +103.1% | +82.5% |
| 1Y | +167.2% | +12.9% | +154.4% | +123.9% |
| 3Y | -12.5% | +74.9% | -87.5% | -62.3% |
| All | -24.4% | +77.9% | -102.4% | -68.8% |
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