-25.1%
VST vs EXPE
-2.3%
-22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.9% |
| 7D | +10.9% | -17.8% | +28.7% | +9.6% |
| 30D | -15.6% | -3.2% | -12.4% | -15.7% |
| 3M | -7.8% | -19.0% | +11.2% | -7.6% |
| 6M | -12.0% | +17.7% | -29.7% | -14.7% |
| YTD | -16.9% | -7.8% | -9.1% | -18.2% |
| 1Y | -25.1% | -1.4% | -23.7% | -25.5% |
| All | -25.1% | -2.3% | -22.7% | -25.5% |
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