+500.1%
VST vs ECL
+41.4%
+458.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -5.1% |
| 7D | -19.9% | +1.7% | -21.6% | -20.6% |
| 30D | -29.7% | +8.9% | -38.6% | -32.2% |
| 3M | -19.6% | +7.4% | -27.0% | -22.1% |
| 6M | -29.4% | +19.3% | -48.7% | -34.8% |
| YTD | -29.7% | +17.4% | -47.2% | -34.8% |
| 1Y | -40.0% | +19.4% | -59.4% | -44.8% |
| 3Y | +231.0% | +80.5% | +150.5% | +159.4% |
| 5Y | +500.1% | +40.2% | +459.8% | +382.3% |
| All | +500.1% | +41.4% | +458.6% | +382.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling