+1,205.2%
VST vs ED
+132.0%
+1,073.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.7% |
| 30D | -17.1% | +11.6% | -28.7% | -19.6% |
| 3M | -4.6% | +10.5% | -15.1% | -7.2% |
| 6M | -9.1% | +13.2% | -22.3% | -12.4% |
| YTD | -16.6% | +22.1% | -38.8% | -21.5% |
| 1Y | -29.5% | +24.2% | -53.6% | -34.0% |
| 3Y | +297.5% | +46.9% | +250.6% | +235.3% |
| 5Y | +654.5% | +80.8% | +573.7% | +480.4% |
| 10Y | +1,205.2% | +134.3% | +1,071.0% | +863.6% |
| All | +1,205.2% | +132.0% | +1,073.2% | +863.6% |
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