+262.4%
VST vs EXE
+3.8%
+258.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.4% | +10.9% |
| 7D | -9.8% | -6.6% | -3.2% | -6.8% |
| 30D | -25.1% | -4.0% | -21.1% | -23.6% |
| 3M | -11.6% | -7.5% | -4.1% | -8.6% |
| 6M | -20.9% | -11.7% | -9.3% | -17.0% |
| YTD | -22.3% | -22.0% | -0.3% | -14.5% |
| 1Y | -32.0% | -21.8% | -10.2% | -26.2% |
| 3Y | +262.4% | +8.0% | +254.4% | +223.1% |
| All | +262.4% | +3.8% | +258.6% | +223.1% |
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