-8.4%
VST vs EWT
+57.8%
-66.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +2.5% |
| 7D | +8.9% | +4.0% | +4.9% | +6.6% |
| 30D | +6.2% | +10.3% | -4.1% | +0.8% |
| 3M | -2.7% | +6.1% | -8.8% | -6.7% |
| 6M | -8.4% | +56.6% | -65.0% | -30.9% |
| All | -8.4% | +57.8% | -66.1% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling