+290.3%
VST vs EXE
+18.1%
+272.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -3.1% |
| 7D | -6.0% | -2.2% | -3.8% | -4.9% |
| 30D | -18.8% | -0.3% | -18.4% | -18.4% |
| 3M | -8.0% | -9.3% | +1.3% | -4.1% |
| 6M | -10.9% | -7.2% | -3.7% | -8.5% |
| YTD | -18.3% | -18.9% | +0.6% | -11.7% |
| 1Y | -29.9% | -21.7% | -8.2% | -23.2% |
| 3Y | +290.3% | +21.0% | +269.3% | +243.9% |
| All | +290.3% | +18.1% | +272.2% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling