+588.9%
VST vs ED
+80.7%
+508.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +12.9% | +10.3% |
| 7D | -9.8% | +1.6% | -11.5% | -9.7% |
| 30D | -25.1% | +13.3% | -38.4% | -24.7% |
| 3M | -11.6% | +9.7% | -21.3% | -11.2% |
| 6M | -20.9% | +12.8% | -33.7% | -20.6% |
| YTD | -22.3% | +22.3% | -44.6% | -22.0% |
| 1Y | -32.0% | +26.3% | -58.3% | -31.8% |
| 3Y | +262.4% | +45.0% | +217.4% | +235.0% |
| All | +588.9% | +80.7% | +508.2% | +497.5% |
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 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