+1,216.9%
VST vs EFV
+167.6%
+1,049.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 1Y | -20.9% | +30.2% | -51.1% | -37.6% |
| 3Y | +384.0% | +91.6% | +292.4% | +174.1% |
| 5Y | +757.1% | +96.4% | +660.7% | +370.1% |
| All | +1,216.9% | +167.6% | +1,049.2% | +452.6% |
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 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