+1,112.0%
VST vs ETR
+352.3%
+759.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.4% |
| 7D | -9.8% | +0.4% | -10.2% | -10.2% |
| 30D | -25.1% | +7.5% | -32.7% | -28.6% |
| 3M | -11.6% | +4.4% | -16.0% | -14.1% |
| 6M | -20.9% | -1.5% | -19.4% | -20.5% |
| YTD | -22.3% | +21.8% | -44.1% | -31.0% |
| 1Y | -32.0% | +18.4% | -50.4% | -38.6% |
| 3Y | +262.4% | +148.5% | +113.9% | +121.7% |
| 5Y | +563.4% | +152.6% | +410.7% | +298.2% |
| All | +1,112.0% | +352.3% | +759.7% | +575.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling