+262.4%
VST vs EAT
+486.0%
-223.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +11.2% |
| 7D | -9.8% | -2.6% | -7.2% | -9.5% |
| 30D | -25.1% | +11.5% | -36.6% | -27.9% |
| 3M | -11.6% | -9.1% | -2.5% | -10.6% |
| 6M | -20.9% | +40.4% | -61.3% | -30.7% |
| YTD | -22.3% | +43.9% | -66.2% | -33.5% |
| 1Y | -32.0% | +101.9% | -134.0% | -49.0% |
| 3Y | +262.4% | +489.9% | -227.5% | +132.7% |
| All | +262.4% | +486.0% | -223.6% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling