+1,112.0%
VST vs EXPD
+304.0%
+808.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.8% | +11.1% |
| 7D | -9.8% | -7.2% | -2.6% | -7.9% |
| 30D | -25.1% | -3.3% | -21.9% | -24.4% |
| 3M | -11.6% | +3.4% | -15.0% | -12.3% |
| 6M | -20.9% | +22.7% | -43.6% | -25.4% |
| YTD | -22.3% | +24.5% | -46.8% | -27.7% |
| 1Y | -32.0% | +38.6% | -70.7% | -38.8% |
| 3Y | +262.4% | +71.5% | +190.9% | +196.8% |
| 5Y | +563.4% | +56.2% | +507.1% | +449.1% |
| All | +1,112.0% | +304.0% | +808.0% | +620.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling