-22.0%
VST vs BAX
+38.8%
-60.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -12.4% | +4.1% | -16.4% | -12.5% |
| 3M | -9.0% | -4.5% | -4.5% | -8.7% |
| 6M | -6.4% | +49.2% | -55.7% | -9.4% |
| YTD | -17.2% | +35.2% | -52.4% | -19.1% |
| 1Y | -22.0% | +38.3% | -60.3% | -23.4% |
| All | -22.0% | +38.8% | -60.8% | -23.4% |
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 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