-20.9%
VST vs EXPE
+40.7%
-61.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.6% |
| 7D | +8.9% | -9.5% | +18.4% | +9.3% |
| 30D | +6.2% | -6.6% | +12.8% | +6.4% |
| 3M | -2.7% | +31.4% | -34.1% | -5.7% |
| 6M | -8.4% | +35.2% | -43.5% | -11.8% |
| YTD | -7.2% | +5.8% | -13.0% | -8.7% |
| 1Y | -20.9% | +38.7% | -59.6% | -25.3% |
| All | -20.9% | +40.7% | -61.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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