+1,112.0%
VST vs ED
+129.3%
+982.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +12.9% | +11.1% |
| 7D | -9.8% | +1.6% | -11.5% | -10.3% |
| 30D | -25.1% | +13.3% | -38.4% | -27.7% |
| 3M | -11.6% | +9.7% | -21.3% | -13.9% |
| 6M | -20.9% | +12.8% | -33.7% | -23.8% |
| YTD | -22.3% | +22.3% | -44.6% | -26.9% |
| 1Y | -32.0% | +26.3% | -58.3% | -36.7% |
| 3Y | +262.4% | +45.0% | +217.4% | +207.5% |
| 5Y | +563.4% | +80.2% | +483.2% | +411.3% |
| All | +1,112.0% | +129.3% | +982.8% | +781.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling