+1,164.9%
VST vs BAX
-35.8%
+1,200.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -12.4% | +4.1% | -16.4% | -13.3% |
| 3M | -9.0% | -4.5% | -4.5% | -8.5% |
| 6M | -6.4% | +49.2% | -55.7% | -14.7% |
| YTD | -17.2% | +35.2% | -52.4% | -23.7% |
| 1Y | -22.0% | +38.3% | -60.3% | -28.7% |
| 3Y | +296.7% | -19.0% | +315.7% | +294.9% |
| 5Y | +637.6% | -64.2% | +701.8% | +828.3% |
| All | +1,164.9% | -35.8% | +1,200.7% | +1,328.8% |
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