+1,216.9%
VST vs BBWI
-52.6%
+1,269.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.0% |
| 7D | +8.9% | +1.5% | +7.4% | +8.6% |
| 30D | +6.2% | -5.2% | +11.4% | +6.9% |
| 3M | -2.7% | +11.1% | -13.8% | -5.6% |
| 6M | -8.4% | -13.4% | +5.0% | -7.4% |
| YTD | -7.2% | +0.1% | -7.3% | -9.1% |
| 1Y | -20.9% | -36.1% | +15.2% | -16.1% |
| 3Y | +384.0% | -44.1% | +428.1% | +413.6% |
| 5Y | +757.1% | -66.2% | +823.3% | +861.6% |
| All | +1,216.9% | -52.6% | +1,269.4% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling