+769.3%
VST vs EXC
+47.1%
+722.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | +6.2% | -3.7% | +9.9% | +7.5% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -8.4% | -9.7% | +1.4% | -5.6% |
| YTD | -7.2% | +2.9% | -10.1% | -8.6% |
| 1Y | -20.9% | +4.4% | -25.3% | -22.6% |
| 3Y | +384.0% | +22.2% | +361.8% | +330.4% |
| All | +769.3% | +47.1% | +722.3% | +548.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling