+227.8%
VST vs BAX
-20.4%
+248.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -2.9% | -5.9% |
| 7D | -19.9% | +9.1% | -29.1% | -20.5% |
| 30D | -29.7% | +5.3% | -35.0% | -30.0% |
| 3M | -19.6% | -6.1% | -13.5% | -19.2% |
| 6M | -29.4% | +53.3% | -82.7% | -32.6% |
| YTD | -29.7% | +34.4% | -64.1% | -32.4% |
| 1Y | -40.0% | +43.2% | -83.2% | -42.8% |
| All | +227.8% | -20.4% | +248.2% | +219.6% |
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