+996.4%
VST vs EXPD
+313.3%
+683.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -5.0% |
| 7D | -19.9% | -4.8% | -15.1% | -18.7% |
| 30D | -29.7% | -1.5% | -28.1% | -29.2% |
| 3M | -19.6% | +4.1% | -23.7% | -20.3% |
| 6M | -29.4% | +24.0% | -53.4% | -33.5% |
| YTD | -29.7% | +27.4% | -57.1% | -35.0% |
| 1Y | -40.0% | +38.4% | -78.4% | -46.0% |
| 3Y | +231.0% | +73.2% | +157.8% | +170.9% |
| 5Y | +500.1% | +59.9% | +440.2% | +394.1% |
| All | +996.4% | +313.3% | +683.0% | +548.2% |
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 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