+1,112.0%
VST vs BAH
+220.7%
+891.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.4% | +15.0% | +11.5% |
| 7D | -9.8% | -3.5% | -6.3% | -9.3% |
| 30D | -25.1% | +24.3% | -49.4% | -29.2% |
| 3M | -11.6% | +16.3% | -27.9% | -15.3% |
| 6M | -20.9% | +13.6% | -34.5% | -24.5% |
| YTD | -22.3% | +3.5% | -25.8% | -24.8% |
| 1Y | -32.0% | +2.7% | -34.7% | -34.2% |
| 3Y | +262.4% | -26.6% | +289.0% | +276.8% |
| 5Y | +563.4% | +8.5% | +554.8% | +493.9% |
| All | +1,112.0% | +220.7% | +891.3% | +827.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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