+1,216.9%
VST vs BNY
+425.7%
+791.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | +1.4% | +7.5% | +8.1% |
| 30D | +6.2% | +3.8% | +2.4% | +4.1% |
| 3M | -2.7% | +14.9% | -17.6% | -9.4% |
| 6M | -8.4% | +40.3% | -48.7% | -23.0% |
| YTD | -7.2% | +43.9% | -51.1% | -23.4% |
| 1Y | -20.9% | +59.0% | -79.9% | -38.0% |
| 3Y | +384.0% | +290.7% | +93.2% | +145.7% |
| 5Y | +757.1% | +250.4% | +506.7% | +343.7% |
| All | +1,216.9% | +425.7% | +791.2% | +435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling