+635.3%
VST vs BB
-16.9%
+652.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -6.0% | +11.6% | -17.6% | -8.0% |
| 30D | -18.8% | +2.6% | -21.3% | -19.3% |
| 3M | -8.0% | +3.5% | -11.5% | -9.2% |
| 6M | -10.9% | +43.5% | -54.4% | -18.3% |
| YTD | -18.3% | +141.2% | -159.5% | -32.6% |
| 1Y | -29.9% | +97.4% | -127.3% | -40.1% |
| 3Y | +290.3% | +151.1% | +139.2% | +214.4% |
| 5Y | +635.3% | -12.8% | +648.1% | +568.3% |
| All | +635.3% | -16.9% | +652.2% | +568.3% |
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 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