-28.5%
VST vs ED
+24.7%
-53.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.1% |
| 30D | -17.1% | +11.6% | -28.7% | -13.0% |
| 3M | -4.6% | +10.5% | -15.1% | -0.5% |
| 6M | -9.1% | +13.2% | -22.3% | -4.7% |
| YTD | -16.6% | +22.1% | -38.8% | -7.2% |
| All | -28.5% | +24.7% | -53.2% | -19.6% |
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 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