+1,216.9%
VST vs EXPE
+162.7%
+1,054.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +8.9% | -9.5% | +18.4% | +11.5% |
| 30D | +6.2% | -6.6% | +12.8% | +7.7% |
| 3M | -2.7% | +31.4% | -34.1% | -10.2% |
| 6M | -8.4% | +35.2% | -43.5% | -16.6% |
| YTD | -7.2% | +5.8% | -13.0% | -10.8% |
| 1Y | -20.9% | +38.7% | -59.6% | -29.9% |
| 3Y | +384.0% | +175.8% | +208.2% | +253.4% |
| 5Y | +757.1% | +111.8% | +645.2% | +530.6% |
| All | +1,216.9% | +162.7% | +1,054.1% | +636.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling