+1,205.2%
VST vs BAX
-35.6%
+1,240.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.8% |
| 7D | -0.5% | +9.0% | -9.6% | -2.2% |
| 30D | -17.1% | +8.5% | -25.5% | -18.6% |
| 3M | -4.6% | -4.1% | -0.5% | -4.1% |
| 6M | -9.1% | +46.9% | -56.0% | -16.8% |
| YTD | -16.6% | +38.4% | -55.0% | -23.5% |
| 1Y | -29.5% | +47.0% | -76.5% | -36.4% |
| 3Y | +297.5% | -14.9% | +312.5% | +291.0% |
| 5Y | +654.5% | -62.5% | +717.0% | +837.2% |
| 10Y | +1,205.2% | -33.9% | +1,239.1% | +1,363.4% |
| All | +1,205.2% | -35.6% | +1,240.9% | +1,363.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling