+1,162.4%
VST vs BBWI
-44.4%
+1,206.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -6.0% | -4.2% | -1.8% | -5.4% |
| 30D | -18.8% | +24.9% | -43.6% | -22.6% |
| 3M | -8.0% | +13.2% | -21.2% | -11.2% |
| 6M | -10.9% | +12.1% | -23.0% | -14.4% |
| YTD | -18.3% | +11.1% | -29.4% | -22.1% |
| 1Y | -29.9% | +0.7% | -30.6% | -32.5% |
| 3Y | +290.3% | -23.8% | +314.1% | +289.0% |
| 5Y | +635.3% | -66.9% | +702.2% | +722.9% |
| 10Y | +1,162.4% | -45.3% | +1,207.7% | +923.1% |
| All | +1,162.4% | -44.4% | +1,206.8% | +923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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