+608.4%
VST vs EFV
+93.2%
+515.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | +6.6% | +2.5% | +4.0% | +4.4% |
| 30D | -12.4% | +2.9% | -15.3% | -14.9% |
| 3M | -9.0% | -1.4% | -7.6% | -8.1% |
| 6M | -6.4% | +5.5% | -12.0% | -11.1% |
| YTD | -17.2% | +16.1% | -33.3% | -27.8% |
| 1Y | -22.0% | +20.3% | -42.3% | -34.1% |
| 3Y | +296.7% | +90.4% | +206.2% | +130.9% |
| All | +608.4% | +93.2% | +515.2% | +290.6% |
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