+1,205.2%
VST vs EL
+63.1%
+1,142.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.7% |
| 7D | -0.5% | +8.0% | -8.5% | -2.4% |
| 30D | -17.1% | +15.4% | -32.5% | -20.0% |
| 3M | -4.6% | +28.5% | -33.1% | -10.6% |
| 6M | -9.1% | +32.2% | -41.3% | -15.9% |
| YTD | -16.6% | +9.2% | -25.8% | -20.4% |
| 1Y | -29.5% | +30.8% | -60.3% | -35.8% |
| 3Y | +297.5% | +3.7% | +293.8% | +256.8% |
| 5Y | +654.5% | -64.8% | +719.3% | +838.9% |
| 10Y | +1,205.2% | +60.0% | +1,145.2% | +821.9% |
| All | +1,205.2% | +63.1% | +1,142.2% | +821.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling