+361.1%
VST vs ET
+99.3%
+261.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.2% |
| 7D | +8.9% | +0.9% | +8.0% | +8.0% |
| 30D | +6.2% | +7.5% | -1.3% | -1.3% |
| 3M | -2.7% | +11.4% | -14.1% | -13.4% |
| 6M | -8.4% | +18.5% | -26.9% | -24.9% |
| YTD | -7.2% | +37.4% | -44.6% | -36.7% |
| 1Y | -20.9% | +30.9% | -51.8% | -42.9% |
| All | +361.1% | +99.3% | +261.8% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling