+593.0%
BE vs VST
+550.7%
+42.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.6% | -7.1% | -3.7% |
| 7D | -14.7% | -9.8% | -4.9% | -8.7% |
| 30D | -40.5% | -25.1% | -15.4% | -27.4% |
| 3M | -24.3% | -11.6% | -12.8% | -17.3% |
| 6M | -39.3% | -20.9% | -18.4% | -27.2% |
| YTD | +99.4% | -22.3% | +121.7% | +135.4% |
| 1Y | +26.6% | -32.0% | +58.6% | +65.8% |
| 3Y | +1,616.9% | +262.4% | +1,354.6% | +527.8% |
| 5Y | +441.4% | +563.4% | -122.0% | +20.6% |
| All | +593.0% | +550.7% | +42.2% | +12.1% |
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