+1,216.9%
VST vs ECL
+158.1%
+1,058.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -2.6% | +11.5% | +10.4% |
| 30D | +6.2% | -2.2% | +8.4% | +7.3% |
| 3M | -2.7% | +10.1% | -12.8% | -8.2% |
| 6M | -8.4% | -5.7% | -2.6% | -6.3% |
| YTD | -7.2% | +7.0% | -14.2% | -11.3% |
| 1Y | -20.9% | +2.7% | -23.6% | -23.2% |
| 3Y | +384.0% | +57.7% | +326.3% | +270.3% |
| 5Y | +757.1% | +31.1% | +725.9% | +609.3% |
| All | +1,216.9% | +158.1% | +1,058.8% | +627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling