+1,179.1%
VST vs ECL
+192.9%
+986.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +19.2% | -0.5% | +19.6% | +19.4% |
| 30D | -17.2% | +6.6% | -23.7% | -20.2% |
| 3M | -8.1% | +9.6% | -17.8% | -13.0% |
| 6M | -8.1% | +21.6% | -29.7% | -18.1% |
| YTD | -16.3% | +16.9% | -33.2% | -24.0% |
| 1Y | -24.1% | +17.9% | -42.0% | -31.5% |
| 3Y | +300.2% | +76.5% | +223.7% | +187.8% |
| 5Y | +645.9% | +36.6% | +609.3% | +505.5% |
| All | +1,179.1% | +192.9% | +986.3% | +617.1% |
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