+1,164.9%
VST vs ECL
+197.5%
+967.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.9% |
| 7D | +6.6% | +2.9% | +3.7% | +5.1% |
| 30D | -12.4% | +7.5% | -19.9% | -16.0% |
| 3M | -9.0% | +12.2% | -21.2% | -14.8% |
| 6M | -6.4% | +24.6% | -31.0% | -17.6% |
| YTD | -17.2% | +18.8% | -36.0% | -25.5% |
| 1Y | -22.0% | +19.3% | -41.4% | -30.1% |
| 3Y | +296.7% | +78.2% | +218.5% | +183.9% |
| 5Y | +637.6% | +38.8% | +598.8% | +493.9% |
| All | +1,164.9% | +197.5% | +967.3% | +603.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling