+373.4%
VST vs EXE
+18.5%
+354.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | +8.5% | -2.3% | +2.4% |
| 3M | -2.7% | +5.5% | -8.2% | -5.2% |
| 6M | -8.4% | -5.9% | -2.5% | -6.6% |
| YTD | -7.2% | -9.7% | +2.5% | -4.3% |
| 1Y | -20.9% | +3.6% | -24.5% | -27.6% |
| All | +373.4% | +18.5% | +354.9% | +310.3% |
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