-32.0%
VST vs EXPD
+35.2%
-67.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.8% | +10.5% |
| 7D | -9.8% | -7.2% | -2.6% | -9.8% |
| 30D | -25.1% | -3.3% | -21.9% | -24.8% |
| 3M | -11.6% | +3.4% | -15.0% | -10.5% |
| 6M | -20.9% | +22.7% | -43.6% | -19.1% |
| YTD | -22.3% | +24.5% | -46.8% | -22.5% |
| 1Y | -32.0% | +38.6% | -70.7% | -33.3% |
| All | -32.0% | +35.2% | -67.2% | -33.3% |
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 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