+645.9%
VST vs BN
+36.7%
+609.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +19.2% | -0.3% | +19.4% | +19.4% |
| 30D | -17.2% | +13.6% | -30.7% | -23.6% |
| 3M | -8.1% | -6.7% | -1.5% | -5.5% |
| 6M | -8.1% | -9.0% | +0.8% | -4.5% |
| YTD | -16.3% | -8.8% | -7.5% | -13.4% |
| 1Y | -24.1% | -10.6% | -13.5% | -20.8% |
| 3Y | +300.2% | +98.8% | +201.4% | +191.3% |
| 5Y | +645.9% | +33.6% | +612.3% | +498.5% |
| All | +645.9% | +36.7% | +609.2% | +498.5% |
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