+373.4%
VST vs EXPD
+68.7%
+304.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | +8.9% | -1.1% | +10.0% | +9.0% |
| 30D | +6.2% | +4.1% | +2.1% | +6.0% |
| 3M | -2.7% | +17.9% | -20.6% | -3.6% |
| 6M | -8.4% | +29.2% | -37.6% | -9.8% |
| YTD | -7.2% | +27.4% | -34.6% | -8.9% |
| 1Y | -20.9% | +56.8% | -77.7% | -24.5% |
| All | +373.4% | +68.7% | +304.7% | +325.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling