+361.1%
VST vs BLK
+74.9%
+286.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +8.9% | -3.6% | +12.5% | +11.4% |
| 30D | +6.2% | -1.0% | +7.2% | +6.7% |
| 3M | -2.7% | +10.4% | -13.1% | -9.7% |
| 6M | -8.4% | +8.2% | -16.5% | -14.1% |
| YTD | -7.2% | +6.0% | -13.2% | -11.9% |
| 1Y | -20.9% | +3.3% | -24.2% | -23.9% |
| All | +361.1% | +74.9% | +286.2% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling