+1,216.9%
VST vs BDX
+59.2%
+1,157.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +3.9% |
| 7D | +8.9% | -2.5% | +11.4% | +9.5% |
| 30D | +6.2% | +8.3% | -2.0% | +4.3% |
| 3M | -2.7% | +24.4% | -27.1% | -7.7% |
| 6M | -8.4% | +9.2% | -17.5% | -10.4% |
| YTD | -7.2% | +22.7% | -29.9% | -12.0% |
| 1Y | -20.9% | +25.9% | -46.8% | -25.7% |
| 3Y | +384.0% | -10.5% | +394.5% | +391.4% |
| 5Y | +757.1% | +1.9% | +755.1% | +724.6% |
| All | +1,216.9% | +59.2% | +1,157.6% | +1,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling