+769.3%
VST vs EFV
+96.9%
+672.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +8.9% | +1.5% | +7.4% | +7.5% |
| 30D | +6.2% | +1.7% | +4.5% | +4.5% |
| 3M | -2.7% | +8.6% | -11.4% | -9.7% |
| 6M | -8.4% | +11.7% | -20.0% | -17.0% |
| YTD | -7.2% | +19.3% | -26.5% | -20.8% |
| 1Y | -20.9% | +30.2% | -51.1% | -37.6% |
| 3Y | +384.0% | +91.6% | +292.4% | +178.6% |
| All | +769.3% | +96.9% | +672.5% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling