+1,216.9%
VST vs EWT
+497.3%
+719.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +2.2% |
| 7D | +8.9% | +4.0% | +4.9% | +6.0% |
| 30D | +6.2% | +10.3% | -4.1% | -0.9% |
| 3M | -2.7% | +6.1% | -8.8% | -7.7% |
| 6M | -8.4% | +56.6% | -65.0% | -34.9% |
| YTD | -7.2% | +76.6% | -83.8% | -39.5% |
| 1Y | -20.9% | +97.9% | -118.8% | -52.5% |
| 3Y | +384.0% | +198.0% | +186.0% | +132.1% |
| 5Y | +757.1% | +151.8% | +605.3% | +344.9% |
| All | +1,216.9% | +497.3% | +719.6% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling