+1,238.2%
VST vs ET
+198.5%
+1,039.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +9.9% | +0.4% | +9.5% | +9.7% |
| 30D | +7.9% | +6.9% | +1.1% | +5.0% |
| 3M | +3.4% | +13.1% | -9.7% | -1.9% |
| 6M | -4.1% | +18.7% | -22.8% | -11.2% |
| YTD | -5.7% | +37.4% | -43.1% | -18.0% |
| 1Y | -18.9% | +34.8% | -53.7% | -28.9% |
| 3Y | +359.1% | +96.8% | +262.3% | +264.0% |
| 5Y | +766.9% | +238.2% | +528.7% | +473.2% |
| All | +1,238.2% | +198.5% | +1,039.7% | +713.5% |
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