-24.1%
VST vs ECL
+17.4%
-41.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +19.2% | -0.5% | +19.6% | +19.1% |
| 30D | -17.2% | +6.6% | -23.7% | -18.3% |
| 3M | -8.1% | +9.6% | -17.8% | -10.1% |
| 6M | -8.1% | +21.6% | -29.7% | -14.7% |
| YTD | -16.3% | +16.9% | -33.2% | -22.4% |
| 1Y | -24.1% | +17.9% | -42.0% | -29.9% |
| All | -24.1% | +17.4% | -41.5% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling