+645.9%
VST vs EFX
-30.1%
+676.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +19.2% | -3.6% | +22.8% | +19.9% |
| 30D | -17.2% | +25.3% | -42.4% | -21.5% |
| 3M | -8.1% | +3.8% | -11.9% | -9.7% |
| 6M | -8.1% | +12.7% | -20.9% | -12.6% |
| YTD | -16.3% | -13.1% | -3.1% | -14.7% |
| 1Y | -24.1% | -9.3% | -14.8% | -23.8% |
| 3Y | +300.2% | +3.5% | +296.7% | +276.9% |
| 5Y | +645.9% | -30.6% | +676.5% | +633.6% |
| All | +645.9% | -30.1% | +676.0% | +633.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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