+1,216.9%
VST vs BAX
-36.4%
+1,253.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +8.9% | -1.1% | +10.1% | +9.2% |
| 30D | +6.2% | -5.5% | +11.7% | +7.4% |
| 3M | -2.7% | +33.5% | -36.3% | -8.9% |
| 6M | -8.4% | +35.9% | -44.2% | -14.7% |
| YTD | -7.2% | +35.4% | -42.6% | -14.2% |
| 1Y | -20.9% | +9.8% | -30.6% | -23.8% |
| 3Y | +384.0% | -32.7% | +416.7% | +407.9% |
| 5Y | +757.1% | -65.6% | +822.6% | +994.4% |
| All | +1,216.9% | -36.4% | +1,253.3% | +1,370.7% |
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