+588.9%
VST vs BN
+29.3%
+559.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +11.0% |
| 7D | -9.8% | +5.3% | -15.2% | -13.1% |
| 30D | -25.1% | +11.9% | -37.0% | -30.4% |
| 3M | -11.6% | -5.7% | -5.8% | -9.6% |
| 6M | -20.9% | -10.6% | -10.3% | -17.1% |
| YTD | -22.3% | -9.4% | -12.9% | -19.5% |
| 1Y | -32.0% | -8.8% | -23.2% | -29.9% |
| 3Y | +262.4% | +95.6% | +166.8% | +166.0% |
| All | +588.9% | +29.3% | +559.6% | +452.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling