+654.5%
VST vs EXPE
+40.1%
+614.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | -13.3% | +12.8% | +1.5% |
| 30D | -17.1% | -5.5% | -11.6% | -17.1% |
| 3M | -4.6% | -16.5% | +11.9% | -2.6% |
| 6M | -9.1% | +13.1% | -22.2% | -14.1% |
| YTD | -16.6% | -8.0% | -8.6% | -18.3% |
| 1Y | -29.5% | +1.1% | -30.6% | -32.7% |
| 3Y | +297.5% | +131.2% | +166.4% | +209.5% |
| 5Y | +654.5% | +39.8% | +614.8% | +488.3% |
| All | +654.5% | +40.1% | +614.5% | +488.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling