+296.7%
VST vs EXPE
+121.7%
+175.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | -12.4% | -6.1% | -6.3% | -12.4% |
| 3M | -9.0% | -21.3% | +12.3% | -5.6% |
| 6M | -6.4% | +19.0% | -25.5% | -14.1% |
| YTD | -17.2% | -8.4% | -8.8% | -19.0% |
| 1Y | -22.0% | -2.8% | -19.2% | -25.5% |
| 3Y | +296.7% | +120.8% | +175.9% | +201.5% |
| All | +296.7% | +121.7% | +175.0% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling