+641.9%
VST vs EXE
+76.5%
+565.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +10.9% | +1.5% | +9.4% | +10.4% |
| 30D | -15.6% | -0.2% | -15.4% | -15.4% |
| 3M | -7.8% | -9.2% | +1.5% | -4.9% |
| 6M | -12.0% | -7.2% | -4.7% | -10.2% |
| YTD | -16.9% | -18.3% | +1.4% | -12.4% |
| 1Y | -25.1% | -23.6% | -1.5% | -19.2% |
| 3Y | +297.1% | +21.9% | +275.1% | +270.9% |
| 5Y | +641.9% | +73.7% | +568.3% | +557.1% |
| All | +641.9% | +76.5% | +565.4% | +557.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling