-30.2%
VSTS vs VT
+83.2%
-113.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.8% |
| 7D | +6.3% | +0.4% | +5.8% | +5.7% |
| 30D | -4.8% | +1.0% | -5.8% | -5.9% |
| 3M | +0.2% | +2.4% | -2.2% | -3.2% |
| 6M | +73.1% | +12.0% | +61.1% | +47.3% |
| YTD | +98.8% | +15.3% | +83.5% | +62.7% |
| 1Y | +194.0% | +22.6% | +171.4% | +119.8% |
| All | -30.2% | +83.2% | -113.3% | -72.2% |
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 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