+1,179.1%
VST vs EXEL
+325.9%
+853.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +19.2% | +1.6% | +17.5% | +18.9% |
| 30D | -17.2% | +17.4% | -34.5% | -19.0% |
| 3M | -8.1% | +38.6% | -46.8% | -12.3% |
| 6M | -8.1% | +41.2% | -49.3% | -12.8% |
| YTD | -16.3% | +59.3% | -75.6% | -22.1% |
| 1Y | -24.1% | +60.2% | -84.3% | -29.5% |
| 3Y | +300.2% | +232.6% | +67.6% | +225.6% |
| 5Y | +645.9% | +285.9% | +360.0% | +484.6% |
| All | +1,179.1% | +325.9% | +853.3% | +862.0% |
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