+500.1%
VST vs ED
+86.8%
+413.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -6.1% |
| 7D | -19.9% | +5.2% | -25.1% | -19.6% |
| 30D | -29.7% | +15.5% | -45.2% | -29.2% |
| 3M | -19.6% | +13.0% | -32.6% | -19.1% |
| 6M | -29.4% | +13.1% | -42.5% | -29.0% |
| YTD | -29.7% | +25.3% | -55.0% | -29.4% |
| 1Y | -40.0% | +30.5% | -70.6% | -39.8% |
| 3Y | +231.0% | +49.3% | +181.7% | +205.0% |
| 5Y | +500.1% | +84.6% | +415.5% | +411.6% |
| All | +500.1% | +86.8% | +413.3% | +411.6% |
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 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