+1,205.2%
VST vs EAT
+375.0%
+830.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.6% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | -17.1% | +5.0% | -22.0% | -18.5% |
| 3M | -4.6% | -9.6% | +5.0% | -3.8% |
| 6M | -9.1% | +46.8% | -55.8% | -18.0% |
| YTD | -16.6% | +41.8% | -58.4% | -25.0% |
| 1Y | -29.5% | +98.3% | -127.8% | -41.3% |
| 3Y | +297.5% | +503.1% | -205.5% | +163.2% |
| 5Y | +654.5% | +356.7% | +297.9% | +403.9% |
| 10Y | +1,205.2% | +349.8% | +855.4% | +600.1% |
| All | +1,205.2% | +375.0% | +830.2% | +600.1% |
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