+1,179.1%
VST vs BG
+107.5%
+1,071.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +19.2% | +1.5% | +17.7% | +18.8% |
| 30D | -17.2% | -7.0% | -10.1% | -15.8% |
| 3M | -8.1% | -10.0% | +1.8% | -6.2% |
| 6M | -8.1% | -19.8% | +11.7% | -3.8% |
| YTD | -16.3% | +14.3% | -30.5% | -20.1% |
| 1Y | -24.1% | +6.5% | -30.6% | -26.4% |
| 3Y | +300.2% | +4.4% | +295.8% | +280.3% |
| 5Y | +645.9% | +20.2% | +625.7% | +568.1% |
| All | +1,179.1% | +107.5% | +1,071.6% | +757.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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