+1,083.1%
VST vs ET
+169.7%
+913.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.9% |
| 7D | -0.5% | -4.4% | +3.9% | +1.6% |
| 30D | -17.1% | -4.8% | -12.3% | -15.2% |
| 3M | -4.6% | -3.4% | -1.1% | -3.2% |
| 6M | -9.1% | +2.2% | -11.3% | -10.2% |
| YTD | -16.6% | +24.2% | -40.8% | -24.4% |
| 1Y | -29.5% | +24.5% | -54.0% | -36.1% |
| 3Y | +297.5% | +83.6% | +213.9% | +225.4% |
| 5Y | +654.5% | +203.4% | +451.2% | +422.8% |
| 10Y | +1,205.2% | +166.5% | +1,038.7% | +727.9% |
| All | +1,083.1% | +169.7% | +913.4% | +650.1% |
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