+588.9%
VST vs EFV
+87.6%
+501.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +11.8% |
| 7D | -9.8% | -0.7% | -9.2% | -9.8% |
| 30D | -25.1% | +0.9% | -26.0% | -26.1% |
| 3M | -11.6% | -3.6% | -8.0% | -9.2% |
| 6M | -20.9% | +2.5% | -23.4% | -23.0% |
| YTD | -22.3% | +13.2% | -35.5% | -30.8% |
| 1Y | -32.0% | +20.3% | -52.3% | -42.7% |
| 3Y | +262.4% | +84.9% | +177.5% | +116.2% |
| All | +588.9% | +87.6% | +501.3% | +289.6% |
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