-29.4%
VST vs BN
-7.4%
-22.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.0% | -6.2% |
| 7D | -19.9% | +5.7% | -25.6% | -20.1% |
| 30D | -29.7% | +12.0% | -41.7% | -31.2% |
| 3M | -19.6% | -6.1% | -13.5% | -17.7% |
| 6M | -29.4% | -8.6% | -20.8% | -26.1% |
| All | -29.4% | -7.4% | -22.0% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling