+1,112.0%
VST vs EXC
+175.8%
+936.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.4% |
| 7D | -9.8% | -1.2% | -8.6% | -9.6% |
| 30D | -25.1% | +10.0% | -35.1% | -28.9% |
| 3M | -11.6% | +1.6% | -13.2% | -12.8% |
| 6M | -20.9% | +3.3% | -24.2% | -23.0% |
| YTD | -22.3% | +7.6% | -29.9% | -26.0% |
| 1Y | -32.0% | +3.5% | -35.5% | -34.0% |
| 3Y | +262.4% | +27.7% | +234.7% | +204.4% |
| 5Y | +563.4% | +41.1% | +522.2% | +422.3% |
| All | +1,112.0% | +175.8% | +936.3% | +705.5% |
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