+1,216.9%
VST vs BG
+166.2%
+1,050.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +8.9% | +2.8% | +6.1% | +8.2% |
| 30D | +6.2% | +12.0% | -5.8% | +3.3% |
| 3M | -2.7% | -7.7% | +5.0% | -1.2% |
| 6M | -8.4% | +4.5% | -12.8% | -9.9% |
| YTD | -7.2% | +35.7% | -42.9% | -14.4% |
| 1Y | -20.9% | +50.1% | -71.0% | -29.2% |
| 3Y | +384.0% | +12.6% | +371.4% | +356.9% |
| 5Y | +757.1% | +75.4% | +681.6% | +607.6% |
| All | +1,216.9% | +166.2% | +1,050.6% | +929.8% |
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 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