+227.8%
VST vs EAT
+503.3%
-275.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.6% | -5.3% |
| 7D | -19.9% | -3.3% | -16.6% | -19.4% |
| 30D | -29.7% | +11.7% | -41.3% | -32.2% |
| 3M | -19.6% | -5.9% | -13.7% | -19.3% |
| 6M | -29.4% | +46.7% | -76.1% | -38.8% |
| YTD | -29.7% | +48.2% | -77.9% | -40.2% |
| 1Y | -40.0% | +105.4% | -145.5% | -55.1% |
| All | +227.8% | +503.3% | -275.5% | +109.1% |
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 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