+1,112.0%
VST vs BBWI
-43.7%
+1,155.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.3% | +13.8% | +11.2% |
| 7D | -9.8% | -6.2% | -3.6% | -8.9% |
| 30D | -25.1% | +19.9% | -45.1% | -28.2% |
| 3M | -11.6% | +7.1% | -18.7% | -13.8% |
| 6M | -20.9% | +13.7% | -34.6% | -24.3% |
| YTD | -22.3% | +9.6% | -31.9% | -25.7% |
| 1Y | -32.0% | -1.6% | -30.4% | -34.2% |
| 3Y | +262.4% | -25.9% | +288.3% | +262.9% |
| 5Y | +563.4% | -67.8% | +631.2% | +645.9% |
| All | +1,112.0% | -43.7% | +1,155.8% | +871.1% |
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