+262.4%
VST vs BAX
-19.9%
+282.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.0% | +10.5% |
| 7D | -9.8% | +12.1% | -21.9% | -10.7% |
| 30D | -25.1% | +7.6% | -32.7% | -25.7% |
| 3M | -11.6% | -4.5% | -7.1% | -11.3% |
| 6M | -20.9% | +52.0% | -72.9% | -24.4% |
| YTD | -22.3% | +35.1% | -57.4% | -25.3% |
| 1Y | -32.0% | +43.7% | -75.7% | -35.1% |
| 3Y | +262.4% | -20.9% | +283.3% | +253.2% |
| All | +262.4% | -19.9% | +282.3% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling