+701.6%
BE vs VST
+527.2%
+174.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.8% | +7.5% | +3.0% |
| 7D | -12.1% | -15.7% | +3.6% | -1.6% |
| 30D | -30.1% | -17.0% | -13.1% | -21.0% |
| 3M | -12.1% | -15.9% | +3.7% | -0.9% |
| 6M | -30.6% | -25.0% | -5.6% | -13.9% |
| YTD | +130.6% | -25.1% | +155.7% | +178.6% |
| 1Y | +55.3% | -34.9% | +90.1% | +109.1% |
| 3Y | +1,755.6% | +252.7% | +1,502.9% | +588.8% |
| 5Y | +564.5% | +582.3% | -17.9% | +43.9% |
| All | +701.6% | +527.2% | +174.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling