+362.2%
VST vs BNY
+286.3%
+75.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +5.8% | +1.9% | +3.8% | +4.3% |
| 3M | +3.5% | +13.9% | -10.4% | -5.4% |
| 6M | -7.4% | +42.3% | -49.7% | -27.5% |
| YTD | -6.1% | +41.7% | -47.8% | -26.9% |
| 1Y | -21.6% | +57.8% | -79.4% | -44.1% |
| All | +362.2% | +286.3% | +75.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling