+301.1%
VST vs BNY
+260.9%
+40.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +19.2% | +3.6% | +15.6% | +16.5% |
| 30D | -17.2% | +8.8% | -26.0% | -21.6% |
| 3M | -8.1% | -5.8% | -2.3% | -4.6% |
| 6M | -8.1% | +15.5% | -23.6% | -17.0% |
| YTD | -16.3% | +33.9% | -50.2% | -32.6% |
| 1Y | -24.1% | +38.0% | -62.2% | -40.4% |
| All | +301.1% | +260.9% | +40.2% | +77.1% |
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