+549.8%
VST vs EXE
+151.8%
+398.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.4% | +10.8% |
| 7D | -9.8% | -6.6% | -3.2% | -7.8% |
| 30D | -25.1% | -4.0% | -21.1% | -24.1% |
| 3M | -11.6% | -7.5% | -4.1% | -9.5% |
| 6M | -20.9% | -11.7% | -9.3% | -18.2% |
| YTD | -22.3% | -22.0% | -0.3% | -17.3% |
| 1Y | -32.0% | -21.8% | -10.2% | -28.0% |
| 3Y | +262.4% | +8.0% | +254.4% | +251.9% |
| 5Y | +563.4% | +62.3% | +501.1% | +495.2% |
| All | +549.8% | +151.8% | +398.1% | +459.5% |
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