+777.0%
VST vs BNY
+252.4%
+524.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +5.8% | +1.9% | +3.8% | +4.7% |
| 3M | +3.5% | +13.9% | -10.4% | -3.1% |
| 6M | -7.4% | +42.3% | -49.7% | -22.6% |
| YTD | -6.1% | +41.8% | -47.9% | -21.7% |
| 1Y | -21.6% | +57.9% | -79.6% | -38.3% |
| 3Y | +357.2% | +290.7% | +66.5% | +145.0% |
| 5Y | +777.0% | +252.3% | +524.8% | +359.5% |
| All | +777.0% | +252.4% | +524.6% | +359.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling