+676.1%
VST vs EXE
+191.4%
+484.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | +8.5% | -2.3% | +3.6% |
| 3M | -2.7% | +5.5% | -8.2% | -4.5% |
| 6M | -8.4% | -5.9% | -2.5% | -7.3% |
| YTD | -7.2% | -9.7% | +2.5% | -5.5% |
| 1Y | -20.9% | +3.6% | -24.5% | -23.9% |
| 3Y | +384.0% | +18.0% | +366.0% | +354.9% |
| 5Y | +757.1% | +109.4% | +647.6% | +621.5% |
| All | +676.1% | +191.4% | +484.7% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling