+1,112.0%
VST vs BB
+23.8%
+1,088.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.4% | +6.1% | +9.9% |
| 7D | -9.8% | +3.8% | -13.6% | -10.4% |
| 30D | -25.1% | -0.3% | -24.8% | -25.2% |
| 3M | -11.6% | -0.5% | -11.1% | -12.0% |
| 6M | -20.9% | +45.9% | -66.8% | -26.3% |
| YTD | -22.3% | +130.6% | -152.9% | -32.6% |
| 1Y | -32.0% | +89.2% | -121.2% | -39.4% |
| 3Y | +262.4% | +137.5% | +124.9% | +206.2% |
| 5Y | +563.4% | -20.9% | +584.3% | +517.9% |
| All | +1,112.0% | +23.8% | +1,088.2% | +760.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling