-32.0%
VST vs EXPE
+21.4%
-53.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.9% | +15.4% | +10.3% |
| 7D | -9.8% | -9.3% | -0.5% | -9.7% |
| 30D | -25.1% | +0.1% | -25.3% | -25.3% |
| 3M | -11.6% | -15.3% | +3.7% | -11.3% |
| 6M | -20.9% | +5.5% | -26.4% | -22.8% |
| YTD | -22.3% | -8.0% | -14.3% | -23.3% |
| 1Y | -32.0% | +18.9% | -50.9% | -34.6% |
| All | -32.0% | +21.4% | -53.4% | -34.6% |
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