+897.3%
VST vs BAH
+238.4%
+659.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.4% |
| 7D | -19.9% | +6.0% | -26.0% | -21.0% |
| 30D | -29.7% | +31.1% | -60.7% | -34.1% |
| 3M | -19.6% | +25.2% | -44.7% | -24.1% |
| 6M | -29.4% | +18.9% | -48.3% | -33.1% |
| YTD | -29.7% | +8.3% | -38.0% | -32.4% |
| 1Y | -40.0% | +6.2% | -46.2% | -42.2% |
| 3Y | +231.0% | -22.8% | +253.8% | +240.7% |
| 5Y | +500.1% | +13.6% | +486.5% | +435.6% |
| 10Y | +1,004.2% | +240.2% | +764.0% | +803.2% |
| All | +897.3% | +238.4% | +659.0% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling