+262.4%
VST vs ECL
+78.2%
+184.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +11.2% |
| 7D | -9.8% | -0.8% | -9.0% | -9.8% |
| 30D | -25.1% | +8.1% | -33.3% | -28.0% |
| 3M | -11.6% | +6.4% | -17.9% | -14.4% |
| 6M | -20.9% | +14.8% | -35.7% | -26.7% |
| YTD | -22.3% | +15.5% | -37.8% | -28.5% |
| 1Y | -32.0% | +20.1% | -52.1% | -38.8% |
| 3Y | +262.4% | +77.8% | +184.6% | +164.3% |
| All | +262.4% | +78.2% | +184.2% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling