+1,216.9%
VST vs EW
+122.9%
+1,094.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -0.3% | +9.3% | +9.0% |
| 30D | +6.2% | +1.0% | +5.2% | +5.9% |
| 3M | -2.7% | +2.8% | -5.5% | -3.8% |
| 6M | -8.4% | +5.5% | -13.8% | -10.2% |
| YTD | -7.2% | +5.5% | -12.7% | -9.1% |
| 1Y | -20.9% | +11.0% | -31.9% | -24.0% |
| 3Y | +384.0% | +17.7% | +366.3% | +342.2% |
| 5Y | +757.1% | -25.7% | +782.8% | +782.7% |
| All | +1,216.9% | +122.9% | +1,094.0% | +898.9% |
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