+373.4%
VST vs BBWI
-43.7%
+417.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.9% |
| 7D | +8.9% | +1.5% | +7.4% | +8.5% |
| 30D | +6.2% | -5.2% | +11.4% | +7.0% |
| 3M | -2.7% | +11.1% | -13.8% | -6.2% |
| 6M | -8.4% | -13.4% | +5.0% | -6.7% |
| YTD | -7.2% | +0.1% | -7.3% | -9.3% |
| 1Y | -20.9% | -36.1% | +15.2% | -13.3% |
| All | +373.4% | -43.7% | +417.2% | +430.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling