+1,002.6%
VST vs ET
+167.3%
+835.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.4% | +10.2% | +10.4% |
| 7D | -9.8% | -7.9% | -1.9% | -6.5% |
| 30D | -25.1% | -5.9% | -19.2% | -23.2% |
| 3M | -11.6% | -5.2% | -6.3% | -9.6% |
| 6M | -20.9% | +0.3% | -21.2% | -21.3% |
| YTD | -22.3% | +23.1% | -45.4% | -29.3% |
| 1Y | -32.0% | +22.7% | -54.8% | -38.1% |
| 3Y | +262.4% | +75.4% | +187.0% | +201.3% |
| 5Y | +563.4% | +202.6% | +360.8% | +360.2% |
| 10Y | +1,120.7% | +213.0% | +907.7% | +683.0% |
| All | +1,002.6% | +167.3% | +835.3% | +601.4% |
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