+897.3%
VST vs EL
+39.9%
+857.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.2% | -5.3% |
| 7D | -19.9% | -1.1% | -18.8% | -19.9% |
| 30D | -29.7% | +15.3% | -45.0% | -32.2% |
| 3M | -19.6% | +24.2% | -43.8% | -24.2% |
| 6M | -29.4% | +30.9% | -60.3% | -34.8% |
| YTD | -29.7% | +3.9% | -33.6% | -32.2% |
| 1Y | -40.0% | +19.9% | -59.9% | -44.4% |
| 3Y | +231.0% | +2.5% | +228.5% | +196.2% |
| 5Y | +500.1% | -66.7% | +566.8% | +659.8% |
| 10Y | +1,004.2% | +54.9% | +949.3% | +593.1% |
| All | +897.3% | +39.9% | +857.4% | +621.9% |
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 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