+262.4%
VST vs BN
+90.6%
+171.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +11.1% |
| 7D | -9.8% | +5.3% | -15.2% | -14.0% |
| 30D | -25.1% | +11.9% | -37.0% | -31.8% |
| 3M | -11.6% | -5.7% | -5.8% | -9.0% |
| 6M | -20.9% | -10.6% | -10.3% | -15.9% |
| YTD | -22.3% | -9.4% | -12.9% | -18.8% |
| 1Y | -32.0% | -8.8% | -23.2% | -29.6% |
| 3Y | +262.4% | +95.6% | +166.8% | +161.3% |
| All | +262.4% | +90.6% | +171.8% | +161.3% |
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