+1,216.9%
VST vs EAT
+421.3%
+795.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -2.7% | +68.7% | -71.4% | -13.8% |
| 6M | -8.4% | +66.9% | -75.3% | -19.4% |
| YTD | -7.2% | +60.4% | -67.6% | -17.8% |
| 1Y | -20.9% | +44.0% | -64.9% | -28.8% |
| 3Y | +384.0% | +604.7% | -220.7% | +213.0% |
| 5Y | +757.1% | +347.0% | +410.0% | +478.1% |
| All | +1,216.9% | +421.3% | +795.5% | +591.4% |
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