+897.3%
VST vs EXPE
+140.2%
+757.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.7% | +7.6% | -3.1% |
| 7D | -19.9% | -3.6% | -16.3% | -19.8% |
| 30D | -29.7% | +4.8% | -34.4% | -31.3% |
| 3M | -19.6% | -14.6% | -4.9% | -17.9% |
| 6M | -29.4% | +10.0% | -39.4% | -33.0% |
| YTD | -29.7% | -3.3% | -26.4% | -32.0% |
| 1Y | -40.0% | +28.4% | -68.4% | -46.5% |
| 3Y | +231.0% | +145.1% | +85.9% | +146.2% |
| 5Y | +500.1% | +51.6% | +448.4% | +376.8% |
| 10Y | +1,004.2% | +128.8% | +875.4% | +535.7% |
| All | +897.3% | +140.2% | +757.2% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling