+1,238.2%
VST vs BDX
+54.4%
+1,183.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.3% |
| 7D | +9.9% | -4.3% | +14.2% | +10.9% |
| 30D | +7.9% | +1.3% | +6.7% | +7.5% |
| 3M | +3.4% | +20.2% | -16.8% | -1.2% |
| 6M | -4.1% | +8.6% | -12.7% | -6.3% |
| YTD | -5.7% | +19.0% | -24.7% | -10.0% |
| 1Y | -18.9% | +21.2% | -40.1% | -23.1% |
| 3Y | +359.1% | -9.7% | +368.8% | +363.1% |
| 5Y | +766.9% | -3.4% | +770.3% | +745.5% |
| All | +1,238.2% | +54.4% | +1,183.8% | +1,099.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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