+373.4%
VST vs BAX
-32.5%
+405.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +8.9% | -1.1% | +10.1% | +9.0% |
| 30D | +6.2% | -5.5% | +11.7% | +6.7% |
| 3M | -2.7% | +33.5% | -36.3% | -5.4% |
| 6M | -8.4% | +35.9% | -44.2% | -11.3% |
| YTD | -7.2% | +35.4% | -42.6% | -10.5% |
| 1Y | -20.9% | +9.8% | -30.6% | -22.2% |
| All | +373.4% | -32.5% | +405.9% | +359.4% |
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 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