+769.3%
VST vs EXPD
+61.6%
+707.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +8.9% | -1.1% | +10.0% | +9.1% |
| 30D | +6.2% | +4.1% | +2.1% | +5.6% |
| 3M | -2.7% | +17.9% | -20.6% | -5.2% |
| 6M | -8.4% | +29.2% | -37.6% | -12.2% |
| YTD | -7.2% | +27.4% | -34.6% | -11.3% |
| 1Y | -20.9% | +56.8% | -77.7% | -27.8% |
| 3Y | +384.0% | +68.0% | +316.0% | +326.3% |
| All | +769.3% | +61.6% | +707.8% | +631.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling