+1,216.9%
VST vs ET
+198.3%
+1,018.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +0.9% | +8.0% | +8.5% |
| 30D | +6.2% | +7.5% | -1.3% | +3.1% |
| 3M | -2.7% | +11.4% | -14.1% | -7.2% |
| 6M | -8.4% | +18.5% | -26.9% | -15.1% |
| YTD | -7.2% | +37.4% | -44.6% | -19.3% |
| 1Y | -20.9% | +30.9% | -51.8% | -29.8% |
| 3Y | +384.0% | +98.7% | +285.3% | +282.5% |
| 5Y | +757.1% | +230.7% | +526.4% | +470.7% |
| All | +1,216.9% | +198.3% | +1,018.5% | +700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling