+1,179.1%
VST vs ED
+143.7%
+1,035.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +19.2% | -1.7% | +20.9% | +19.5% |
| 30D | -17.2% | +10.7% | -27.8% | -19.5% |
| 3M | -8.1% | +11.6% | -19.8% | -10.9% |
| 6M | -8.1% | +13.5% | -21.6% | -11.6% |
| YTD | -16.3% | +23.1% | -39.4% | -21.3% |
| 1Y | -24.1% | +23.1% | -47.2% | -28.8% |
| 3Y | +300.2% | +47.9% | +252.3% | +236.9% |
| 5Y | +645.9% | +83.9% | +562.0% | +470.0% |
| All | +1,179.1% | +143.7% | +1,035.4% | +846.5% |
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