+500.1%
VST vs BAH
+12.6%
+487.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.3% |
| 7D | -19.9% | +6.0% | -26.0% | -20.7% |
| 30D | -29.7% | +31.1% | -60.7% | -32.9% |
| 3M | -19.6% | +25.2% | -44.7% | -22.8% |
| 6M | -29.4% | +18.9% | -48.3% | -31.9% |
| YTD | -29.7% | +8.3% | -38.0% | -31.4% |
| 1Y | -40.0% | +6.2% | -46.2% | -41.3% |
| 3Y | +231.0% | -22.8% | +253.8% | +244.2% |
| 5Y | +500.1% | +13.6% | +486.5% | +413.9% |
| All | +500.1% | +12.6% | +487.4% | +413.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling