+1,216.9%
VST vs BN
+255.8%
+961.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | +8.9% | -2.5% | +11.4% | +10.3% |
| 30D | +6.2% | -9.5% | +15.7% | +12.1% |
| 3M | -2.7% | -10.4% | +7.7% | +3.0% |
| 6M | -8.4% | -6.4% | -2.0% | -5.7% |
| YTD | -7.2% | -11.9% | +4.7% | -1.3% |
| 1Y | -20.9% | -8.6% | -12.3% | -17.9% |
| 3Y | +384.0% | +77.6% | +306.4% | +255.9% |
| 5Y | +757.1% | +37.0% | +720.0% | +596.2% |
| All | +1,216.9% | +255.8% | +961.0% | +581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling