-20.9%
VST vs BP
+34.1%
-55.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +8.9% | +3.9% | +5.0% | +9.0% |
| 30D | +6.2% | +7.6% | -1.4% | +6.2% |
| 3M | -2.7% | +0.7% | -3.4% | -2.9% |
| 6M | -8.4% | +15.5% | -23.8% | -7.5% |
| YTD | -7.2% | +30.8% | -38.0% | -8.2% |
| 1Y | -20.9% | +34.3% | -55.2% | -22.8% |
| All | -20.9% | +34.1% | -55.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling