-34.9%
VST vs EXPD
+53.8%
-88.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.2% | -10.6% | -13.9% |
| 7D | -15.7% | +0.3% | -16.0% | -15.5% |
| 30D | -17.0% | +1.8% | -18.8% | -16.6% |
| 3M | -15.9% | +8.9% | -24.8% | -15.0% |
| 6M | -25.0% | +42.2% | -67.2% | -23.4% |
| YTD | -25.1% | +33.4% | -58.5% | -25.9% |
| 1Y | -34.9% | +47.2% | -82.0% | -37.2% |
| All | -34.9% | +53.8% | -88.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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