+297.5%
VST vs BBWI
-25.2%
+322.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.9% |
| 7D | -0.5% | -6.2% | +5.7% | +0.6% |
| 30D | -17.1% | +25.5% | -42.6% | -21.6% |
| 3M | -4.6% | +8.0% | -12.6% | -7.4% |
| 6M | -9.1% | +12.7% | -21.7% | -13.4% |
| YTD | -16.6% | +11.6% | -28.3% | -21.2% |
| 1Y | -29.5% | -0.9% | -28.6% | -31.8% |
| 3Y | +297.5% | -22.7% | +320.2% | +342.3% |
| All | +297.5% | -25.2% | +322.8% | +342.3% |
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