-29.9%
VST vs ET
+26.7%
-56.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -6.0% | -1.9% | -4.2% | -6.1% |
| 30D | -18.8% | -3.1% | -15.7% | -19.1% |
| 3M | -8.0% | -3.9% | -4.1% | -8.6% |
| 6M | -10.9% | +4.0% | -14.9% | -10.0% |
| YTD | -18.3% | +26.4% | -44.7% | -14.5% |
| 1Y | -29.9% | +24.9% | -54.8% | -25.7% |
| All | -29.9% | +26.7% | -56.6% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling