+373.4%
VST vs EAT
+611.4%
-238.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | +1.9% | +4.3% | +5.2% |
| 3M | -2.7% | +68.7% | -71.4% | -17.9% |
| 6M | -8.4% | +66.9% | -75.3% | -23.6% |
| YTD | -7.2% | +60.4% | -67.6% | -21.7% |
| 1Y | -20.9% | +44.0% | -64.9% | -31.0% |
| All | +373.4% | +611.4% | -238.0% | +197.0% |
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