+487.8%
VST vs EXE
+154.0%
+333.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.5% |
| 7D | -19.9% | -5.6% | -14.3% | -18.3% |
| 30D | -29.7% | -3.3% | -26.4% | -28.8% |
| 3M | -19.6% | -5.5% | -14.1% | -18.2% |
| 6M | -29.4% | -13.4% | -16.0% | -26.5% |
| YTD | -29.7% | -21.3% | -8.4% | -25.3% |
| 1Y | -40.0% | -20.7% | -19.3% | -36.8% |
| 3Y | +231.0% | +3.9% | +227.1% | +223.9% |
| 5Y | +500.1% | +63.7% | +436.4% | +437.1% |
| All | +487.8% | +154.0% | +333.8% | +404.9% |
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