+1,121.2%
VST vs ECL
+194.3%
+926.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.0% | +0.4% | -6.5% | -6.5% |
| 30D | -18.8% | +8.6% | -27.4% | -22.5% |
| 3M | -8.0% | +7.9% | -15.9% | -12.1% |
| 6M | -10.9% | +21.0% | -32.0% | -20.4% |
| YTD | -18.3% | +17.5% | -35.8% | -26.1% |
| 1Y | -29.9% | +19.7% | -49.6% | -37.3% |
| 3Y | +290.3% | +77.4% | +212.9% | +179.9% |
| 5Y | +635.3% | +38.7% | +596.6% | +491.6% |
| All | +1,121.2% | +194.3% | +926.9% | +557.4% |
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