-32.0%
VST vs EFV
+20.2%
-52.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +11.5% |
| 7D | -9.8% | -0.7% | -9.2% | -9.7% |
| 30D | -25.1% | +0.9% | -26.0% | -26.0% |
| 3M | -11.6% | -3.6% | -8.0% | -9.0% |
| 6M | -20.9% | +2.5% | -23.4% | -23.4% |
| YTD | -22.3% | +13.2% | -35.5% | -30.8% |
| 1Y | -32.0% | +20.3% | -52.3% | -39.6% |
| All | -32.0% | +20.2% | -52.2% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling