+588.9%
VST vs BDX
+24.6%
+564.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.6% |
| 7D | -9.8% | +7.1% | -16.9% | -10.3% |
| 30D | -25.1% | +17.6% | -42.8% | -26.3% |
| 3M | -11.6% | +20.4% | -31.9% | -13.2% |
| 6M | -20.9% | +48.3% | -69.2% | -24.6% |
| YTD | -22.3% | +41.6% | -63.9% | -25.5% |
| 1Y | -32.0% | +55.7% | -87.7% | -35.8% |
| 3Y | +262.4% | +10.6% | +251.8% | +261.9% |
| All | +588.9% | +24.6% | +564.3% | +563.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling