+962.7%
VST vs EXPD
+330.3%
+632.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.2% | -10.6% | -13.0% |
| 7D | -15.7% | +0.3% | -16.0% | -15.7% |
| 30D | -17.0% | +1.8% | -18.8% | -17.3% |
| 3M | -15.9% | +8.9% | -24.8% | -17.7% |
| 6M | -25.0% | +42.2% | -67.2% | -32.0% |
| YTD | -25.1% | +33.4% | -58.5% | -31.6% |
| 1Y | -34.9% | +47.2% | -82.0% | -42.3% |
| 3Y | +252.7% | +81.3% | +171.4% | +185.2% |
| 5Y | +582.3% | +60.2% | +522.1% | +463.6% |
| 10Y | +1,076.6% | +339.5% | +737.0% | +582.1% |
| All | +962.7% | +330.3% | +632.4% | +516.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling