+1,216.9%
VST vs BAH
+175.8%
+1,041.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +8.9% | -3.2% | +12.1% | +9.7% |
| 30D | +6.2% | +2.0% | +4.2% | +5.6% |
| 3M | -2.7% | -7.6% | +4.9% | -1.4% |
| 6M | -8.4% | -5.7% | -2.7% | -8.2% |
| YTD | -7.2% | -11.7% | +4.5% | -6.1% |
| 1Y | -20.9% | -27.4% | +6.5% | -15.9% |
| 3Y | +384.0% | -32.5% | +416.5% | +411.8% |
| 5Y | +757.1% | -3.3% | +760.4% | +692.7% |
| All | +1,216.9% | +175.8% | +1,041.1% | +1,068.1% |
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