+1,142.3%
VST vs EAT
+333.9%
+808.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.1% |
| 7D | +10.9% | -8.9% | +19.9% | +13.0% |
| 30D | -15.6% | +3.4% | -19.0% | -16.8% |
| 3M | -7.8% | -9.3% | +1.6% | -7.1% |
| 6M | -12.0% | +43.8% | -55.7% | -20.2% |
| YTD | -16.9% | +39.9% | -56.8% | -25.0% |
| 1Y | -25.1% | +89.7% | -114.8% | -37.1% |
| 3Y | +297.1% | +491.3% | -194.2% | +164.0% |
| 5Y | +641.9% | +365.4% | +276.5% | +393.9% |
| 10Y | +1,142.3% | +325.9% | +816.4% | +541.9% |
| All | +1,142.3% | +333.9% | +808.4% | +541.9% |
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