-29.4%
VST vs BB
+45.6%
-75.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -5.4% |
| 7D | -19.9% | -8.9% | -11.0% | -18.6% |
| 30D | -29.7% | -12.6% | -17.0% | -28.2% |
| 3M | -19.6% | -4.1% | -15.4% | -19.2% |
| 6M | -29.4% | +49.5% | -78.9% | -37.3% |
| All | -29.4% | +45.6% | -75.0% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling