+359.1%
VST vs BKR
+82.1%
+277.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | +9.9% | +0.4% | +9.5% | +9.6% |
| 30D | +7.9% | +3.9% | +4.1% | +5.7% |
| 3M | +3.4% | -1.1% | +4.5% | +3.6% |
| 6M | -4.1% | +7.6% | -11.7% | -9.2% |
| YTD | -5.7% | +41.9% | -47.6% | -25.8% |
| 1Y | -18.9% | +42.2% | -61.1% | -37.2% |
| 3Y | +359.1% | +84.3% | +274.8% | +212.3% |
| All | +359.1% | +82.1% | +277.0% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling