+1,216.9%
VST vs BNY
+425.2%
+791.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.8% | -51.0% | -23.3% |
| 1Y | -20.9% | +58.9% | -79.8% | -38.0% |
| 3Y | +384.0% | +290.4% | +93.6% | +145.8% |
| 5Y | +757.1% | +250.1% | +507.0% | +343.9% |
| All | +1,216.9% | +425.2% | +791.6% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling