+608.4%
VST vs BAH
+6.1%
+602.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +6.6% | +1.7% | +4.9% | +6.3% |
| 30D | -12.4% | +20.8% | -33.2% | -15.3% |
| 3M | -9.0% | +11.6% | -20.6% | -11.0% |
| 6M | -6.4% | +23.1% | -29.5% | -10.8% |
| YTD | -17.2% | +5.3% | -22.5% | -18.9% |
| 1Y | -22.0% | +6.1% | -28.2% | -24.1% |
| 3Y | +296.7% | -27.5% | +324.2% | +319.0% |
| All | +608.4% | +6.1% | +602.2% | +514.6% |
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