+588.9%
VST vs EW
-14.5%
+603.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.2% | +10.2% |
| 7D | -9.8% | +11.0% | -20.8% | -12.2% |
| 30D | -25.1% | +19.1% | -44.2% | -28.5% |
| 3M | -11.6% | +14.4% | -25.9% | -14.8% |
| 6M | -20.9% | +22.8% | -43.7% | -25.4% |
| YTD | -22.3% | +19.8% | -42.1% | -26.3% |
| 1Y | -32.0% | +23.9% | -55.9% | -36.1% |
| 3Y | +262.4% | +52.2% | +210.2% | +216.0% |
| All | +588.9% | -14.5% | +603.4% | +583.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling