+1,162.4%
VST vs BG
+95.6%
+1,066.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -6.0% | +5.0% | -11.0% | -7.2% |
| 30D | -18.8% | -3.2% | -15.5% | -18.3% |
| 3M | -8.0% | -11.2% | +3.2% | -5.8% |
| 6M | -10.9% | -19.4% | +8.5% | -6.9% |
| YTD | -18.3% | +13.6% | -32.0% | -21.9% |
| 1Y | -29.9% | +7.3% | -37.2% | -32.2% |
| 3Y | +290.3% | +3.8% | +286.5% | +271.7% |
| 5Y | +635.3% | +23.2% | +612.1% | +555.1% |
| 10Y | +1,162.4% | +97.9% | +1,064.4% | +788.8% |
| All | +1,162.4% | +95.6% | +1,066.8% | +788.8% |
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