+597.3%
VST vs EXE
+155.8%
+441.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.8% |
| 7D | -0.5% | -3.9% | +3.4% | +0.9% |
| 30D | -17.1% | -2.6% | -14.5% | -16.2% |
| 3M | -4.6% | -6.9% | +2.3% | -2.5% |
| 6M | -9.1% | -9.3% | +0.3% | -6.7% |
| YTD | -16.6% | -20.7% | +4.1% | -11.6% |
| 1Y | -29.5% | -21.8% | -7.6% | -25.2% |
| 3Y | +297.5% | +16.2% | +281.3% | +279.3% |
| 5Y | +654.5% | +61.1% | +593.4% | +576.7% |
| All | +597.3% | +155.8% | +441.5% | +497.6% |
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