+1,232.7%
VST vs BLK
+283.3%
+949.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.7% |
| 7D | +5.3% | -2.7% | +8.0% | +6.7% |
| 30D | +5.8% | -4.8% | +10.5% | +8.3% |
| 3M | +3.5% | +6.5% | -3.0% | -0.5% |
| 6M | -7.4% | +13.1% | -20.5% | -14.0% |
| YTD | -6.1% | +1.8% | -7.9% | -7.9% |
| 1Y | -21.6% | -1.0% | -20.6% | -22.3% |
| 3Y | +357.2% | +66.0% | +291.2% | +252.0% |
| 5Y | +777.0% | +31.2% | +745.8% | +637.7% |
| All | +1,232.7% | +283.3% | +949.4% | +578.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling