+1,076.1%
BE vs VST
+761.6%
+314.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.8% | +5.2% |
| 7D | +20.0% | +8.9% | +11.1% | +13.9% |
| 30D | +7.9% | +6.2% | +1.7% | +4.2% |
| 3M | -13.2% | -2.7% | -10.5% | -10.0% |
| 6M | +53.5% | -8.4% | +61.8% | +64.2% |
| YTD | +191.0% | -7.2% | +198.2% | +203.5% |
| 1Y | +360.5% | -20.9% | +381.4% | +442.0% |
| 3Y | +1,568.0% | +384.0% | +1,184.0% | +522.1% |
| All | +1,076.1% | +761.6% | +314.6% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling