+1,164.9%
VST vs BNY
+321.7%
+843.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +6.6% | +3.9% | +2.7% | +4.6% |
| 30D | -12.4% | +11.9% | -24.3% | -17.3% |
| 3M | -9.0% | -5.0% | -4.0% | -6.7% |
| 6M | -6.4% | +14.6% | -21.0% | -12.9% |
| YTD | -17.2% | +34.5% | -51.7% | -29.4% |
| 1Y | -22.0% | +40.6% | -62.6% | -35.1% |
| 3Y | +296.7% | +261.7% | +34.9% | +107.9% |
| 5Y | +637.6% | +192.3% | +445.3% | +316.6% |
| All | +1,164.9% | +321.7% | +843.1% | +437.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling