+608.4%
VST vs BG
+21.9%
+586.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +6.6% | +2.6% | +4.0% | +6.1% |
| 30D | -12.4% | -6.7% | -5.7% | -11.3% |
| 3M | -9.0% | -9.3% | +0.3% | -7.5% |
| 6M | -6.4% | -18.3% | +11.9% | -3.2% |
| YTD | -17.2% | +16.2% | -33.4% | -20.6% |
| 1Y | -22.0% | +7.6% | -29.6% | -24.1% |
| 3Y | +296.7% | +6.6% | +290.1% | +276.8% |
| All | +608.4% | +21.9% | +586.5% | +537.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling