+769.3%
VST vs BB
-30.6%
+799.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | -5.6% | +14.5% | +10.0% |
| 30D | +6.2% | -11.8% | +18.0% | +8.4% |
| 3M | -2.7% | -25.5% | +22.8% | +1.2% |
| 6M | -8.4% | +121.3% | -129.6% | -23.0% |
| YTD | -7.2% | +103.2% | -110.4% | -20.8% |
| 1Y | -20.9% | +102.6% | -123.5% | -32.6% |
| 3Y | +384.0% | +37.5% | +346.5% | +324.9% |
| All | +769.3% | -30.6% | +799.9% | +717.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling