+1,216.9%
VST vs EL
+35.0%
+1,181.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.8% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +19.8% | -13.6% | +1.4% |
| 3M | -2.7% | +25.7% | -28.4% | -8.5% |
| 6M | -8.4% | +5.4% | -13.8% | -10.8% |
| YTD | -7.2% | +0.2% | -7.4% | -9.3% |
| 1Y | -20.9% | +20.4% | -41.3% | -26.7% |
| 3Y | +384.0% | -32.1% | +416.1% | +390.0% |
| 5Y | +757.1% | -67.2% | +824.2% | +988.5% |
| All | +1,216.9% | +35.0% | +1,181.9% | +866.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling