+1,205.2%
VST vs EXEL
+445.6%
+759.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.9% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | -17.1% | +19.8% | -36.9% | -19.1% |
| 3M | -4.6% | +32.7% | -37.3% | -8.4% |
| 6M | -9.1% | +49.0% | -58.0% | -14.3% |
| YTD | -16.6% | +63.7% | -80.3% | -22.7% |
| 1Y | -29.5% | +75.8% | -105.3% | -35.4% |
| 3Y | +297.5% | +241.3% | +56.2% | +222.1% |
| 5Y | +654.5% | +289.0% | +365.5% | +490.3% |
| 10Y | +1,205.2% | +377.6% | +827.6% | +860.2% |
| All | +1,205.2% | +445.6% | +759.7% | +860.2% |
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