+1,197.0%
VST vs BKR
+118.0%
+1,079.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.0% | -0.3% |
| 7D | +2.0% | -6.7% | +8.6% | +4.4% |
| 30D | +1.5% | -8.3% | +9.8% | +4.6% |
| 3M | +6.3% | -5.4% | +11.7% | +7.9% |
| 6M | -10.3% | +0.8% | -11.1% | -11.2% |
| YTD | -8.6% | +31.8% | -40.4% | -18.2% |
| 1Y | -29.3% | +28.6% | -57.9% | -36.5% |
| 3Y | +344.9% | +71.2% | +273.7% | +265.4% |
| 5Y | +774.8% | +179.2% | +595.6% | +494.8% |
| All | +1,197.0% | +118.0% | +1,079.0% | +641.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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