+1,162.4%
VST vs EXEL
+363.4%
+798.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -6.0% | -2.4% | -3.6% | -5.7% |
| 30D | -18.8% | +17.9% | -36.7% | -20.6% |
| 3M | -8.0% | +33.3% | -41.3% | -11.7% |
| 6M | -10.9% | +46.6% | -57.5% | -15.9% |
| YTD | -18.3% | +61.0% | -79.4% | -24.1% |
| 1Y | -29.9% | +70.4% | -100.4% | -35.5% |
| 3Y | +290.3% | +236.1% | +54.2% | +217.0% |
| 5Y | +635.3% | +284.8% | +350.5% | +476.3% |
| 10Y | +1,162.4% | +348.4% | +813.9% | +838.6% |
| All | +1,162.4% | +363.4% | +798.9% | +838.6% |
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