+897.3%
VST vs EXC
+190.5%
+706.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.4% |
| 7D | -19.9% | +1.4% | -21.3% | -20.6% |
| 30D | -29.7% | +11.6% | -41.3% | -33.6% |
| 3M | -19.6% | +2.7% | -22.2% | -20.9% |
| 6M | -29.4% | +2.7% | -32.1% | -31.0% |
| YTD | -29.7% | +9.7% | -39.4% | -33.6% |
| 1Y | -40.0% | +4.5% | -44.6% | -42.0% |
| 3Y | +231.0% | +28.5% | +202.5% | +177.9% |
| 5Y | +500.1% | +43.9% | +456.1% | +368.7% |
| 10Y | +1,004.2% | +183.7% | +820.5% | +612.7% |
| All | +897.3% | +190.5% | +706.8% | +536.1% |
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 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