+1,238.2%
VST vs BND
+15.7%
+1,222.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +9.9% | +0.1% | +9.7% | +9.8% |
| 30D | +7.9% | -0.4% | +8.3% | +8.1% |
| 3M | +3.4% | -0.2% | +3.7% | +3.6% |
| 6M | -4.1% | -1.2% | -2.9% | -3.4% |
| YTD | -5.7% | -0.3% | -5.4% | -5.4% |
| 1Y | -18.9% | +0.4% | -19.3% | -18.9% |
| 3Y | +359.1% | +13.4% | +345.7% | +328.0% |
| 5Y | +766.9% | -1.5% | +768.4% | +772.0% |
| All | +1,238.2% | +15.7% | +1,222.5% | +1,259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling