+1,112.0%
VST vs EAT
+378.4%
+733.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +11.1% |
| 7D | -9.8% | -2.6% | -7.2% | -9.6% |
| 30D | -25.1% | +11.5% | -36.6% | -27.4% |
| 3M | -11.6% | -9.1% | -2.5% | -10.9% |
| 6M | -20.9% | +40.4% | -61.3% | -27.9% |
| YTD | -22.3% | +43.9% | -66.2% | -30.3% |
| 1Y | -32.0% | +101.9% | -134.0% | -43.6% |
| 3Y | +262.4% | +489.9% | -227.5% | +141.1% |
| 5Y | +563.4% | +362.6% | +200.7% | +342.2% |
| All | +1,112.0% | +378.4% | +733.7% | +545.5% |
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