+897.3%
VST vs EAT
+381.6%
+515.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.6% | -5.4% |
| 7D | -19.9% | -3.3% | -16.6% | -19.5% |
| 30D | -29.7% | +11.7% | -41.3% | -31.7% |
| 3M | -19.6% | -5.9% | -13.7% | -19.5% |
| 6M | -29.4% | +46.7% | -76.1% | -36.2% |
| YTD | -29.7% | +48.2% | -77.9% | -37.3% |
| 1Y | -40.0% | +105.4% | -145.5% | -50.4% |
| 3Y | +231.0% | +502.8% | -271.8% | +119.5% |
| 5Y | +500.1% | +376.3% | +123.8% | +298.1% |
| 10Y | +1,004.2% | +400.0% | +604.2% | +482.6% |
| All | +897.3% | +381.6% | +515.8% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling