+1,162.4%
VST vs BAX
-34.5%
+1,196.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | +3.6% | -9.7% | -6.7% |
| 30D | -18.8% | +8.5% | -27.3% | -20.3% |
| 3M | -8.0% | -4.9% | -3.2% | -7.4% |
| 6M | -10.9% | +47.0% | -57.9% | -18.5% |
| YTD | -18.3% | +38.4% | -56.8% | -25.1% |
| 1Y | -29.9% | +49.1% | -79.1% | -37.0% |
| 3Y | +290.3% | -14.9% | +305.2% | +283.8% |
| 5Y | +635.3% | -63.1% | +698.4% | +818.8% |
| 10Y | +1,162.4% | -35.6% | +1,198.0% | +1,339.9% |
| All | +1,162.4% | -34.5% | +1,196.8% | +1,339.9% |
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