+1,112.0%
VST vs EW
+236.3%
+875.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.2% | +10.2% |
| 7D | -9.8% | +11.0% | -20.8% | -12.8% |
| 30D | -25.1% | +19.1% | -44.2% | -29.2% |
| 3M | -11.6% | +14.4% | -25.9% | -15.5% |
| 6M | -20.9% | +22.8% | -43.7% | -26.3% |
| YTD | -22.3% | +19.8% | -42.1% | -27.2% |
| 1Y | -32.0% | +23.9% | -55.9% | -37.0% |
| 3Y | +262.4% | +52.2% | +210.2% | +204.6% |
| 5Y | +563.4% | -13.9% | +577.3% | +551.5% |
| All | +1,112.0% | +236.3% | +875.7% | +768.8% |
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