+1,179.1%
VST vs EFV
+162.4%
+1,016.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +19.2% | +0.7% | +18.4% | +18.4% |
| 30D | -17.2% | +2.0% | -19.2% | -19.0% |
| 3M | -8.1% | -1.6% | -6.5% | -7.2% |
| 6M | -8.1% | +5.8% | -13.9% | -12.9% |
| YTD | -16.3% | +15.6% | -31.9% | -26.8% |
| 1Y | -24.1% | +19.0% | -43.1% | -35.3% |
| 3Y | +300.2% | +90.7% | +209.5% | +126.8% |
| 5Y | +645.9% | +92.8% | +553.1% | +313.4% |
| All | +1,179.1% | +162.4% | +1,016.8% | +432.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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