+1,179.1%
VST vs EXC
+201.2%
+977.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | -1.9% | +21.1% | +20.1% |
| 30D | -17.2% | +7.8% | -24.9% | -20.6% |
| 3M | -8.1% | +1.9% | -10.0% | -9.5% |
| 6M | -8.1% | +3.4% | -11.5% | -10.6% |
| YTD | -16.3% | +7.6% | -23.8% | -20.3% |
| 1Y | -24.1% | +2.1% | -26.2% | -25.9% |
| 3Y | +300.2% | +29.6% | +270.6% | +232.4% |
| 5Y | +645.9% | +39.5% | +606.4% | +488.9% |
| All | +1,179.1% | +201.2% | +977.9% | +741.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling