+1,112.0%
VST vs EXEL
+461.0%
+651.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +10.4% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -25.1% | +19.0% | -44.2% | -26.9% |
| 3M | -11.6% | +33.3% | -44.9% | -15.0% |
| 6M | -20.9% | +42.9% | -63.8% | -24.9% |
| YTD | -22.3% | +58.7% | -81.0% | -27.5% |
| 1Y | -32.0% | +70.5% | -102.5% | -37.3% |
| 3Y | +262.4% | +233.8% | +28.6% | +196.6% |
| 5Y | +563.4% | +259.3% | +304.0% | +429.7% |
| All | +1,112.0% | +461.0% | +651.0% | +842.0% |
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