+1,083.1%
VST vs EFV
+160.9%
+922.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +4.9% |
| 7D | -0.5% | +1.7% | -2.3% | -2.5% |
| 30D | -17.1% | +3.4% | -20.5% | -19.9% |
| 3M | -4.6% | -1.7% | -2.9% | -3.5% |
| 6M | -9.1% | +6.4% | -15.5% | -14.2% |
| YTD | -16.6% | +16.3% | -32.9% | -27.4% |
| 1Y | -29.5% | +22.9% | -52.4% | -41.7% |
| 3Y | +297.5% | +92.8% | +204.7% | +123.4% |
| 5Y | +654.5% | +93.5% | +561.0% | +317.5% |
| 10Y | +1,205.2% | +162.1% | +1,043.1% | +455.7% |
| All | +1,083.1% | +160.9% | +922.2% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling