+262.4%
VST vs EXPE
+131.0%
+131.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.9% | +15.4% | +11.4% |
| 7D | -9.8% | -9.3% | -0.5% | -8.8% |
| 30D | -25.1% | +0.1% | -25.3% | -26.2% |
| 3M | -11.6% | -15.3% | +3.7% | -9.9% |
| 6M | -20.9% | +5.5% | -26.4% | -24.8% |
| YTD | -22.3% | -8.0% | -14.3% | -24.0% |
| 1Y | -32.0% | +18.9% | -50.9% | -39.6% |
| 3Y | +262.4% | +135.5% | +126.8% | +183.7% |
| All | +262.4% | +131.0% | +131.4% | +183.7% |
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