+1,179.1%
VST vs BBWI
-48.2%
+1,227.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | +19.2% | -4.5% | +23.7% | +20.1% |
| 30D | -17.2% | +17.1% | -34.3% | -20.1% |
| 3M | -8.1% | +17.5% | -25.6% | -12.0% |
| 6M | -8.1% | +12.8% | -21.0% | -11.9% |
| YTD | -16.3% | +8.2% | -24.4% | -19.8% |
| 1Y | -24.1% | -1.8% | -22.3% | -26.6% |
| 3Y | +300.2% | -25.8% | +326.0% | +300.8% |
| 5Y | +645.9% | -68.0% | +713.9% | +740.0% |
| All | +1,179.1% | -48.2% | +1,227.3% | +931.7% |
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