+1,164.9%
VST vs EXEL
+320.7%
+844.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -12.4% | +13.1% | -25.5% | -13.8% |
| 3M | -9.0% | +36.3% | -45.3% | -12.9% |
| 6M | -6.4% | +34.5% | -41.0% | -10.5% |
| YTD | -17.2% | +57.4% | -74.6% | -22.8% |
| 1Y | -22.0% | +62.9% | -84.9% | -27.8% |
| 3Y | +296.7% | +229.5% | +67.2% | +223.2% |
| 5Y | +637.6% | +281.2% | +356.4% | +479.1% |
| All | +1,164.9% | +320.7% | +844.1% | +852.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling