+291.2%
VST vs EWT
+150.3%
+140.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.1% |
| 7D | -6.0% | -3.7% | -2.4% | -3.0% |
| 30D | -18.8% | -17.2% | -1.6% | -3.7% |
| 3M | -8.0% | -7.3% | -0.7% | -1.9% |
| 6M | -10.9% | -1.5% | -9.4% | -13.1% |
| YTD | -18.3% | +49.0% | -67.4% | -50.5% |
| 1Y | -29.9% | +50.6% | -80.5% | -58.2% |
| All | +291.2% | +150.3% | +140.9% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling