+1,216.9%
VST vs EXC
+172.5%
+1,044.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +6.2% | -3.7% | +9.9% | +8.0% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -8.4% | -9.7% | +1.4% | -4.4% |
| YTD | -7.2% | +2.9% | -10.1% | -9.2% |
| 1Y | -20.9% | +4.4% | -25.3% | -23.4% |
| 3Y | +384.0% | +22.2% | +361.8% | +316.6% |
| 5Y | +757.1% | +46.7% | +710.4% | +561.4% |
| All | +1,216.9% | +172.5% | +1,044.4% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling