-20.9%
VST vs EXEL
+59.2%
-80.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +8.9% | +8.4% | +0.5% | +8.7% |
| 30D | +6.2% | +4.1% | +2.1% | +6.1% |
| 3M | -2.7% | +12.4% | -15.1% | -3.0% |
| 6M | -8.4% | +41.5% | -49.9% | -9.5% |
| YTD | -7.2% | +34.6% | -41.8% | -7.8% |
| 1Y | -20.9% | +57.9% | -78.8% | -16.7% |
| All | -20.9% | +59.2% | -80.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling