-34.9%
VST vs ED
+27.1%
-62.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -12.2% |
| 7D | -15.7% | +5.4% | -21.1% | -13.3% |
| 30D | -17.0% | +16.4% | -33.3% | -11.6% |
| 3M | -15.9% | +11.9% | -27.8% | -11.7% |
| 6M | -25.0% | +11.6% | -36.5% | -21.3% |
| YTD | -25.1% | +24.1% | -49.2% | -16.5% |
| 1Y | -34.9% | +26.9% | -61.7% | -26.7% |
| All | -34.9% | +27.1% | -62.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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