+588.9%
VST vs EXEL
+260.1%
+328.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +10.4% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | -25.1% | +19.0% | -44.2% | -26.5% |
| 3M | -11.6% | +33.3% | -44.9% | -14.3% |
| 6M | -20.9% | +42.9% | -63.8% | -24.1% |
| YTD | -22.3% | +58.7% | -81.0% | -26.5% |
| 1Y | -32.0% | +70.5% | -102.5% | -36.3% |
| 3Y | +262.4% | +233.8% | +28.6% | +203.8% |
| All | +588.9% | +260.1% | +328.8% | +461.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling