+1,886.1%
BE vs VST
+251.1%
+1,635.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.8% | +7.5% | +2.3% |
| 7D | -12.1% | -15.7% | +3.6% | -2.5% |
| 30D | -30.1% | -17.0% | -13.1% | -21.6% |
| 3M | -12.1% | -15.9% | +3.7% | -1.7% |
| 6M | -30.6% | -25.0% | -5.6% | -15.4% |
| YTD | +130.6% | -25.1% | +155.7% | +175.2% |
| 1Y | +55.3% | -34.9% | +90.1% | +103.5% |
| All | +1,886.1% | +251.1% | +1,635.0% | +1,461.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling