-22.0%
VST vs EXEL
+60.1%
-82.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -12.4% | +13.1% | -25.5% | -12.4% |
| 3M | -9.0% | +36.3% | -45.3% | -9.3% |
| 6M | -6.4% | +34.5% | -41.0% | -7.0% |
| YTD | -17.2% | +57.4% | -74.6% | -17.6% |
| 1Y | -22.0% | +62.9% | -84.9% | -22.5% |
| All | -22.0% | +60.1% | -82.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling