+583.0%
VST vs EXE
+161.7%
+421.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.7% |
| 7D | -6.0% | -2.2% | -3.8% | -5.3% |
| 30D | -18.8% | -0.3% | -18.4% | -18.5% |
| 3M | -8.0% | -9.3% | +1.3% | -5.3% |
| 6M | -10.9% | -7.2% | -3.7% | -9.3% |
| YTD | -18.3% | -18.9% | +0.6% | -14.1% |
| 1Y | -29.9% | -21.7% | -8.2% | -25.7% |
| 3Y | +290.3% | +21.0% | +269.3% | +268.3% |
| 5Y | +635.3% | +76.0% | +559.3% | +548.2% |
| All | +583.0% | +161.7% | +421.3% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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