+298.2%
VTI vs VST
+1,196.4%
-898.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +0.6% | +9.9% | -9.2% | -1.2% |
| 30D | -1.1% | +7.9% | -9.0% | -2.7% |
| 3M | +3.9% | +3.4% | +0.5% | +2.7% |
| 6M | +14.6% | -4.1% | +18.7% | +14.3% |
| YTD | +13.3% | -5.7% | +19.0% | +12.7% |
| 1Y | +19.2% | -18.9% | +38.0% | +21.3% |
| 3Y | +77.4% | +359.1% | -281.7% | +7.7% |
| 5Y | +74.0% | +766.9% | -692.8% | -12.8% |
| All | +298.2% | +1,196.4% | -898.2% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling