+1,205.2%
VST vs EXPE
+119.8%
+1,085.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | -13.3% | +12.8% | +1.9% |
| 30D | -17.1% | -5.5% | -11.6% | -17.1% |
| 3M | -4.6% | -16.5% | +11.9% | -2.3% |
| 6M | -9.1% | +13.1% | -22.2% | -14.4% |
| YTD | -16.6% | -8.0% | -8.6% | -18.5% |
| 1Y | -29.5% | +1.1% | -30.6% | -33.0% |
| 3Y | +297.5% | +131.2% | +166.4% | +199.6% |
| 5Y | +654.5% | +39.8% | +614.8% | +511.2% |
| 10Y | +1,205.2% | +118.5% | +1,086.8% | +660.2% |
| All | +1,205.2% | +119.8% | +1,085.4% | +660.2% |
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