+1,232.7%
VST vs BAH
+173.5%
+1,059.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +5.3% | -1.3% | +6.7% | +5.6% |
| 30D | +5.8% | -6.6% | +12.4% | +7.4% |
| 3M | +3.5% | -7.2% | +10.6% | +4.7% |
| 6M | -7.4% | -10.0% | +2.6% | -6.0% |
| YTD | -6.1% | -12.5% | +6.4% | -4.8% |
| 1Y | -21.6% | -27.9% | +6.3% | -16.6% |
| 3Y | +357.2% | -31.4% | +388.6% | +380.5% |
| 5Y | +777.0% | -3.2% | +780.3% | +710.2% |
| All | +1,232.7% | +173.5% | +1,059.2% | +1,084.5% |
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