+1,179.1%
VST vs EXPE
+126.2%
+1,052.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +19.2% | -4.2% | +23.3% | +20.1% |
| 30D | -17.2% | -4.5% | -12.6% | -17.3% |
| 3M | -8.1% | -19.7% | +11.6% | -5.0% |
| 6M | -8.1% | +18.3% | -26.4% | -14.5% |
| YTD | -16.3% | -7.3% | -8.9% | -18.3% |
| 1Y | -24.1% | -3.9% | -20.2% | -26.9% |
| 3Y | +300.2% | +123.0% | +177.2% | +204.2% |
| 5Y | +645.9% | +47.9% | +598.0% | +495.2% |
| All | +1,179.1% | +126.2% | +1,052.9% | +631.1% |
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