-34.9%
VST vs BLK
+17.9%
-52.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.4% | -19.3% | -15.6% |
| 7D | -15.7% | +5.7% | -21.5% | -17.6% |
| 30D | -17.0% | +14.8% | -31.8% | -21.7% |
| 3M | -15.9% | +8.8% | -24.7% | -19.0% |
| 6M | -25.0% | +17.6% | -42.6% | -30.5% |
| YTD | -25.1% | +16.3% | -41.4% | -29.6% |
| 1Y | -34.9% | +18.0% | -52.8% | -38.9% |
| All | -34.9% | +17.9% | -52.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling