+1,162.4%
VST vs EWT
+414.5%
+747.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -6.0% | -3.7% | -2.4% | -3.5% |
| 30D | -18.8% | -17.2% | -1.6% | -7.1% |
| 3M | -8.0% | -7.3% | -0.7% | -3.0% |
| 6M | -10.9% | -1.5% | -9.4% | -11.3% |
| YTD | -18.3% | +49.0% | -67.4% | -40.2% |
| 1Y | -29.9% | +50.6% | -80.5% | -49.1% |
| 3Y | +290.3% | +148.9% | +141.4% | +111.3% |
| 5Y | +635.3% | +116.1% | +519.2% | +324.8% |
| 10Y | +1,162.4% | +427.8% | +734.5% | +340.0% |
| All | +1,162.4% | +414.5% | +747.9% | +340.0% |
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