+897.3%
VST vs EW
+150.0%
+747.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.6% | -6.6% |
| 7D | -19.9% | +6.8% | -26.7% | -21.6% |
| 30D | -29.7% | +16.6% | -46.2% | -33.1% |
| 3M | -19.6% | +13.3% | -32.9% | -22.9% |
| 6M | -29.4% | +21.6% | -51.0% | -34.0% |
| YTD | -29.7% | +18.3% | -48.0% | -33.8% |
| 1Y | -40.0% | +21.7% | -61.8% | -44.1% |
| 3Y | +231.0% | +50.3% | +180.7% | +180.2% |
| 5Y | +500.1% | -15.0% | +515.1% | +490.9% |
| 10Y | +1,004.2% | +237.5% | +766.7% | +683.4% |
| All | +897.3% | +150.0% | +747.4% | +627.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling