+1,002.6%
VST vs BAX
-36.5%
+1,039.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.0% | +10.4% |
| 7D | -9.8% | +12.1% | -21.9% | -11.9% |
| 30D | -25.1% | +7.6% | -32.7% | -26.4% |
| 3M | -11.6% | -4.5% | -7.1% | -11.1% |
| 6M | -20.9% | +52.0% | -72.9% | -28.3% |
| YTD | -22.3% | +35.1% | -57.4% | -28.4% |
| 1Y | -32.0% | +43.7% | -75.7% | -38.4% |
| 3Y | +262.4% | -20.9% | +283.3% | +263.1% |
| 5Y | +563.4% | -63.5% | +626.9% | +727.6% |
| 10Y | +1,120.7% | -36.0% | +1,156.7% | +1,259.6% |
| All | +1,002.6% | -36.5% | +1,039.1% | +1,127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling