+737.9%
BE vs VST
+595.8%
+142.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.7% | +11.2% | +11.8% |
| 7D | +4.5% | +10.9% | -6.4% | -2.0% |
| 30D | -20.1% | -15.6% | -4.5% | -9.9% |
| 3M | -0.8% | -7.8% | +6.9% | +5.8% |
| 6M | -26.2% | -12.0% | -14.3% | -17.3% |
| YTD | +141.1% | -16.9% | +158.0% | +173.1% |
| 1Y | +64.8% | -25.1% | +89.9% | +103.1% |
| 3Y | +1,887.4% | +297.1% | +1,590.3% | +584.7% |
| 5Y | +518.1% | +641.9% | -123.8% | +28.0% |
| All | +737.9% | +595.8% | +142.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling