+897.3%
VST vs BB
+8.7%
+888.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -5.5% |
| 7D | -19.9% | -8.9% | -11.0% | -19.0% |
| 30D | -29.7% | -12.6% | -17.0% | -28.5% |
| 3M | -19.6% | -4.1% | -15.4% | -19.5% |
| 6M | -29.4% | +49.5% | -78.9% | -34.5% |
| YTD | -29.7% | +120.8% | -150.6% | -38.7% |
| 1Y | -40.0% | +76.2% | -116.3% | -46.1% |
| 3Y | +231.0% | +123.8% | +107.2% | +181.8% |
| 5Y | +500.1% | -24.3% | +524.3% | +462.2% |
| 10Y | +1,004.2% | +20.1% | +984.1% | +661.7% |
| All | +897.3% | +8.7% | +888.6% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling