+588.9%
VST vs BAH
+8.3%
+580.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.4% | +15.0% | +11.2% |
| 7D | -9.8% | -3.5% | -6.3% | -9.5% |
| 30D | -25.1% | +24.3% | -49.4% | -28.1% |
| 3M | -11.6% | +16.3% | -27.9% | -14.3% |
| 6M | -20.9% | +13.6% | -34.5% | -23.3% |
| YTD | -22.3% | +3.5% | -25.8% | -23.7% |
| 1Y | -32.0% | +2.7% | -34.7% | -33.3% |
| 3Y | +262.4% | -26.6% | +289.0% | +279.7% |
| All | +588.9% | +8.3% | +580.6% | +496.9% |
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