-8.4%
VST vs BLK
+7.1%
-15.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.6% |
| 7D | +8.9% | -3.6% | +12.5% | +10.4% |
| 30D | +6.2% | -1.0% | +7.2% | +6.5% |
| 3M | -2.7% | +10.4% | -13.1% | -6.7% |
| 6M | -8.4% | +8.2% | -16.5% | -11.2% |
| All | -8.4% | +7.1% | -15.4% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling