+1,179.1%
VST vs ET
+161.1%
+1,018.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +19.2% | +3.0% | +16.1% | +17.7% |
| 30D | -17.2% | -3.5% | -13.7% | -15.8% |
| 3M | -8.1% | -5.6% | -2.5% | -5.9% |
| 6M | -8.1% | +0.5% | -8.7% | -8.7% |
| YTD | -16.3% | +26.3% | -42.6% | -24.9% |
| 1Y | -24.1% | +25.7% | -49.8% | -31.8% |
| 3Y | +300.2% | +85.1% | +215.1% | +223.6% |
| 5Y | +645.9% | +216.4% | +429.5% | +401.4% |
| All | +1,179.1% | +161.1% | +1,018.0% | +695.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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