+1,121.2%
VST vs EAT
+321.8%
+799.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.2% |
| 7D | -6.0% | -5.9% | -0.1% | -5.1% |
| 30D | -18.8% | +0.7% | -19.4% | -19.5% |
| 3M | -8.0% | -14.2% | +6.2% | -6.3% |
| 6M | -10.9% | +40.7% | -51.6% | -18.9% |
| YTD | -18.3% | +36.0% | -54.3% | -25.9% |
| 1Y | -29.9% | +83.1% | -113.0% | -40.7% |
| 3Y | +290.3% | +474.8% | -184.5% | +161.1% |
| 5Y | +635.3% | +347.6% | +287.7% | +393.4% |
| All | +1,121.2% | +321.8% | +799.3% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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