+1,205.2%
VST vs BB
+33.0%
+1,172.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.8% | +6.5% |
| 7D | -0.5% | +15.0% | -15.5% | -2.6% |
| 30D | -17.1% | +3.5% | -20.5% | -17.6% |
| 3M | -4.6% | +2.7% | -7.3% | -5.4% |
| 6M | -9.1% | +44.7% | -53.8% | -15.1% |
| YTD | -16.6% | +143.3% | -159.9% | -28.2% |
| 1Y | -29.5% | +102.2% | -131.7% | -37.8% |
| 3Y | +297.5% | +156.1% | +141.4% | +232.6% |
| 5Y | +654.5% | -17.6% | +672.1% | +598.7% |
| 10Y | +1,205.2% | +29.0% | +1,176.3% | +814.0% |
| All | +1,205.2% | +33.0% | +1,172.2% | +814.0% |
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