-34.9%
VST vs BAX
+46.0%
-80.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.8% | -13.9% |
| 7D | -15.7% | +4.1% | -19.8% | -15.8% |
| 30D | -17.0% | +9.4% | -26.4% | -17.3% |
| 3M | -15.9% | -6.5% | -9.4% | -15.5% |
| 6M | -25.0% | +59.6% | -84.6% | -27.4% |
| YTD | -25.1% | +38.9% | -64.0% | -26.5% |
| 1Y | -34.9% | +48.0% | -82.9% | -34.5% |
| All | -34.9% | +46.0% | -80.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling