-29.9%
VST vs EXEL
+72.0%
-101.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -6.0% | -2.4% | -3.6% | -6.0% |
| 30D | -18.8% | +17.9% | -36.7% | -18.8% |
| 3M | -8.0% | +33.3% | -41.3% | -8.3% |
| 6M | -10.9% | +46.6% | -57.5% | -11.6% |
| YTD | -18.3% | +61.0% | -79.4% | -18.7% |
| 1Y | -29.9% | +70.4% | -100.4% | -30.2% |
| All | -29.9% | +72.0% | -101.9% | -30.2% |
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 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