+668.0%
BE vs VST
+593.5%
+74.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.2% |
| 7D | +10.8% | +6.6% | +4.2% | +6.6% |
| 30D | -19.8% | -12.4% | -7.4% | -11.9% |
| 3M | -18.7% | -9.0% | -9.7% | -12.6% |
| 6M | -33.7% | -6.4% | -27.3% | -28.5% |
| YTD | +121.0% | -17.2% | +138.1% | +150.9% |
| 1Y | +85.4% | -22.0% | +107.4% | +121.7% |
| 3Y | +1,709.5% | +296.7% | +1,412.9% | +523.8% |
| 5Y | +462.2% | +637.6% | -175.4% | +17.0% |
| All | +668.0% | +593.5% | +74.4% | +19.4% |
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