+296.7%
VST vs ET
+84.2%
+212.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +6.6% | +2.5% | +4.0% | +3.9% |
| 30D | -12.4% | -2.5% | -9.9% | -10.1% |
| 3M | -9.0% | -4.9% | -4.1% | -4.7% |
| 6M | -6.4% | -0.1% | -6.4% | -7.7% |
| YTD | -17.2% | +26.2% | -43.4% | -39.2% |
| 1Y | -22.0% | +25.2% | -47.2% | -42.3% |
| 3Y | +296.7% | +84.2% | +212.5% | +179.5% |
| All | +296.7% | +84.2% | +212.5% | +179.5% |
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 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