+1,238.2%
VST vs EFV
+165.8%
+1,072.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.2% |
| 7D | +9.9% | +1.0% | +8.9% | +8.9% |
| 30D | +7.9% | +0.2% | +7.7% | +7.7% |
| 3M | +3.4% | +9.6% | -6.2% | -4.8% |
| 6M | -4.1% | +14.0% | -18.1% | -14.7% |
| YTD | -5.7% | +18.5% | -24.2% | -18.9% |
| 1Y | -18.9% | +27.9% | -46.8% | -35.0% |
| 3Y | +359.1% | +92.4% | +266.6% | +159.1% |
| 5Y | +766.9% | +97.2% | +669.7% | +373.9% |
| All | +1,238.2% | +165.8% | +1,072.4% | +465.0% |
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