+262.4%
VST vs EL
+3.8%
+258.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.2% | +8.3% | +10.3% |
| 7D | -9.8% | +0.8% | -10.6% | -9.9% |
| 30D | -25.1% | +16.5% | -41.7% | -26.9% |
| 3M | -11.6% | +29.2% | -40.8% | -15.1% |
| 6M | -20.9% | +27.9% | -48.8% | -24.3% |
| YTD | -22.3% | +6.2% | -28.5% | -24.0% |
| 1Y | -32.0% | +27.2% | -59.2% | -35.6% |
| 3Y | +262.4% | +3.2% | +259.2% | +202.3% |
| All | +262.4% | +3.8% | +258.6% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling