-22.0%
VST vs BDX
+48.3%
-70.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -0.9% |
| 7D | +6.6% | +2.9% | +3.7% | +7.3% |
| 30D | -12.4% | +15.4% | -27.8% | -9.7% |
| 3M | -9.0% | +20.5% | -29.5% | -5.9% |
| 6M | -6.4% | +53.2% | -59.6% | -2.9% |
| YTD | -17.2% | +45.7% | -62.9% | -13.3% |
| 1Y | -22.0% | +47.3% | -69.3% | -18.3% |
| All | -22.0% | +48.3% | -70.3% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling