-22.0%
VSTS vs VT
+79.2%
-101.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.7% |
| 7D | -3.0% | -0.3% | -2.6% | -2.6% |
| 30D | +5.6% | -1.4% | +7.1% | +7.6% |
| 3M | +4.4% | -1.4% | +5.8% | +6.4% |
| 6M | +65.9% | +5.5% | +60.5% | +52.8% |
| YTD | +121.9% | +12.8% | +109.1% | +86.6% |
| 1Y | +196.6% | +15.4% | +181.2% | +141.1% |
| 3Y | -10.5% | +76.9% | -87.3% | -62.1% |
| All | -22.0% | +79.2% | -101.2% | -68.1% |
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