+1,216.9%
VST vs BLK
+299.2%
+917.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +8.9% | -3.6% | +12.5% | +10.9% |
| 30D | +6.2% | -1.0% | +7.2% | +6.6% |
| 3M | -2.7% | +10.4% | -13.1% | -8.2% |
| 6M | -8.4% | +8.2% | -16.5% | -12.8% |
| YTD | -7.2% | +6.0% | -13.2% | -10.8% |
| 1Y | -20.9% | +3.3% | -24.2% | -23.2% |
| 3Y | +384.0% | +70.3% | +313.7% | +267.5% |
| 5Y | +757.1% | +34.5% | +722.6% | +612.0% |
| All | +1,216.9% | +299.2% | +917.6% | +556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling