+1,112.0%
VST vs BN
+271.1%
+841.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +11.0% |
| 7D | -9.8% | +5.3% | -15.2% | -13.2% |
| 30D | -25.1% | +11.9% | -37.0% | -30.4% |
| 3M | -11.6% | -5.7% | -5.8% | -9.7% |
| 6M | -20.9% | -10.6% | -10.3% | -17.2% |
| YTD | -22.3% | -9.4% | -12.9% | -19.5% |
| 1Y | -32.0% | -8.8% | -23.2% | -30.0% |
| 3Y | +262.4% | +95.6% | +166.8% | +152.7% |
| 5Y | +563.4% | +30.2% | +533.2% | +449.4% |
| All | +1,112.0% | +271.1% | +841.0% | +504.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling