+297.5%
VST vs BN
+102.8%
+194.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +4.8% |
| 7D | -0.5% | +3.6% | -4.2% | -3.5% |
| 30D | -17.1% | +15.9% | -32.9% | -26.1% |
| 3M | -4.6% | -2.3% | -2.2% | -4.0% |
| 6M | -9.1% | -8.4% | -0.6% | -4.6% |
| YTD | -16.6% | -5.9% | -10.7% | -14.9% |
| 1Y | -29.5% | -5.6% | -23.9% | -28.5% |
| 3Y | +297.5% | +104.2% | +193.3% | +182.4% |
| All | +297.5% | +102.8% | +194.8% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling