+1,002.6%
VST vs BG
+122.2%
+880.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.6% | +10.0% | +10.4% |
| 7D | -9.8% | +2.5% | -12.4% | -10.4% |
| 30D | -25.1% | -6.1% | -19.1% | -24.3% |
| 3M | -11.6% | -8.5% | -3.1% | -10.2% |
| 6M | -20.9% | -20.4% | -0.5% | -17.3% |
| YTD | -22.3% | +13.3% | -35.6% | -25.5% |
| 1Y | -32.0% | +7.3% | -39.3% | -34.1% |
| 3Y | +262.4% | +2.6% | +259.8% | +247.1% |
| 5Y | +563.4% | +22.0% | +541.4% | +497.4% |
| 10Y | +1,120.7% | +91.8% | +1,028.9% | +786.8% |
| All | +1,002.6% | +122.2% | +880.3% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling