+588.9%
VST vs EWT
+103.1%
+485.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.9% | +6.6% | +7.4% |
| 7D | -9.8% | -11.7% | +1.9% | -0.6% |
| 30D | -25.1% | -23.2% | -1.9% | -7.6% |
| 3M | -11.6% | -12.5% | +0.9% | -1.9% |
| 6M | -20.9% | -5.9% | -15.0% | -19.0% |
| YTD | -22.3% | +40.5% | -62.8% | -44.4% |
| 1Y | -32.0% | +43.7% | -75.7% | -52.5% |
| 3Y | +262.4% | +136.6% | +125.8% | +85.3% |
| All | +588.9% | +103.1% | +485.8% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling