-32.0%
VST vs EW
+23.2%
-55.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.2% | +10.4% |
| 7D | -9.8% | +11.0% | -20.8% | -11.4% |
| 30D | -25.1% | +19.1% | -44.2% | -27.7% |
| 3M | -11.6% | +14.4% | -25.9% | -13.7% |
| 6M | -20.9% | +22.8% | -43.7% | -24.8% |
| YTD | -22.3% | +19.8% | -42.1% | -24.1% |
| 1Y | -32.0% | +23.9% | -55.9% | -34.3% |
| All | -32.0% | +23.2% | -55.2% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling