-26.4%
VST vs BAH
+2.9%
-29.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -1.9% |
| 7D | -6.0% | +0.5% | -6.5% | -5.9% |
| 30D | -18.8% | +18.2% | -37.0% | -17.3% |
| 3M | -8.0% | +13.1% | -21.1% | -6.3% |
| 6M | -10.9% | +15.2% | -26.1% | -8.0% |
| YTD | -18.3% | +6.0% | -24.3% | -13.8% |
| All | -26.4% | +2.9% | -29.3% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling