+769.3%
VST vs ED
+67.1%
+702.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.5% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | -2.7% | +3.9% | -6.7% | -2.9% |
| 6M | -8.4% | -3.0% | -5.3% | -8.3% |
| YTD | -7.2% | +10.7% | -17.9% | -7.7% |
| 1Y | -20.9% | +13.3% | -34.2% | -21.5% |
| 3Y | +384.0% | +34.5% | +349.5% | +332.6% |
| All | +769.3% | +67.1% | +702.3% | +571.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling