+1,179.1%
VST vs EW
+249.9%
+929.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | +4.9% | +14.2% | +17.5% |
| 30D | -17.2% | +24.1% | -41.2% | -22.6% |
| 3M | -8.1% | +13.7% | -21.8% | -12.0% |
| 6M | -8.1% | +32.7% | -40.8% | -16.3% |
| YTD | -16.3% | +24.1% | -40.4% | -22.3% |
| 1Y | -24.1% | +23.6% | -47.7% | -29.5% |
| 3Y | +300.2% | +64.8% | +235.4% | +228.3% |
| 5Y | +645.9% | -8.8% | +654.7% | +619.8% |
| All | +1,179.1% | +249.9% | +929.3% | +812.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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