-34.9%
VST vs BN
-3.9%
-30.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.1% | -19.9% | -15.6% |
| 7D | -15.7% | +12.0% | -27.7% | -19.6% |
| 30D | -17.0% | +17.0% | -34.0% | -22.5% |
| 3M | -15.9% | -3.2% | -12.6% | -14.2% |
| 6M | -25.0% | -3.9% | -21.1% | -23.5% |
| YTD | -25.1% | -5.6% | -19.5% | -22.1% |
| 1Y | -34.9% | -4.7% | -30.1% | -33.0% |
| All | -34.9% | -3.9% | -30.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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