+769.3%
VST vs ES
-5.6%
+775.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | +6.2% | -2.0% | +8.2% | +6.7% |
| 3M | -2.7% | +1.7% | -4.4% | -3.4% |
| 6M | -8.4% | -3.5% | -4.8% | -7.9% |
| YTD | -7.2% | +7.9% | -15.1% | -9.2% |
| 1Y | -20.9% | +17.2% | -38.1% | -24.8% |
| 3Y | +384.0% | +29.3% | +354.7% | +335.1% |
| All | +769.3% | -5.6% | +775.0% | +825.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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