+1,205.2%
VST vs EWT
+418.9%
+786.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.2% | +0.1% | +2.2% |
| 7D | -0.5% | -5.0% | +4.5% | +3.0% |
| 30D | -17.1% | -16.3% | -0.7% | -5.9% |
| 3M | -4.6% | -7.2% | +2.6% | +0.5% |
| 6M | -9.1% | -0.5% | -8.6% | -10.1% |
| YTD | -16.6% | +50.6% | -67.2% | -39.4% |
| 1Y | -29.5% | +54.8% | -84.3% | -49.8% |
| 3Y | +297.5% | +155.5% | +142.1% | +112.1% |
| 5Y | +654.5% | +116.4% | +538.1% | +335.4% |
| 10Y | +1,205.2% | +421.4% | +783.8% | +361.1% |
| All | +1,205.2% | +418.9% | +786.4% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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