+59.4%
BE vs VST
-25.0%
+84.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +20.5% | +19.2% | +1.4% | +2.9% |
| 30D | -23.4% | -17.2% | -6.2% | -9.0% |
| 3M | -14.9% | -8.1% | -6.7% | -7.8% |
| 6M | -28.1% | -8.1% | -19.9% | -20.0% |
| YTD | +132.4% | -16.3% | +148.7% | +151.7% |
| 1Y | +59.4% | -24.1% | +83.5% | +113.0% |
| All | +59.4% | -25.0% | +84.3% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling