-34.9%
VST vs EXC
+1.0%
-35.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.6% | -15.5% | -14.0% |
| 7D | -15.7% | +3.3% | -19.0% | -16.2% |
| 30D | -17.0% | +13.3% | -30.3% | -19.5% |
| 3M | -15.9% | +1.8% | -17.7% | -16.2% |
| 6M | -25.0% | +1.1% | -26.1% | -25.6% |
| YTD | -25.1% | +9.0% | -34.1% | -28.9% |
| 1Y | -34.9% | +3.4% | -38.2% | -35.1% |
| All | -34.9% | +1.0% | -35.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling