+1,142.3%
VST vs BAH
+211.3%
+931.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +10.9% | -1.6% | +12.5% | +11.2% |
| 30D | -15.6% | +18.0% | -33.6% | -19.1% |
| 3M | -7.8% | +11.4% | -19.2% | -10.7% |
| 6M | -12.0% | +17.7% | -29.7% | -16.7% |
| YTD | -16.9% | +5.4% | -22.3% | -19.9% |
| 1Y | -25.1% | +2.8% | -27.8% | -27.4% |
| 3Y | +297.1% | -26.7% | +323.7% | +314.0% |
| 5Y | +641.9% | +8.1% | +633.9% | +566.4% |
| 10Y | +1,142.3% | +202.5% | +939.8% | +817.7% |
| All | +1,142.3% | +211.3% | +931.0% | +817.7% |
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