-34.9%
VST vs BP
+35.3%
-70.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.2% | -9.7% | -14.0% |
| 7D | -15.7% | -8.4% | -7.3% | -16.3% |
| 30D | -17.0% | +2.2% | -19.2% | -16.5% |
| 3M | -15.9% | +8.8% | -24.7% | -14.9% |
| 6M | -25.0% | -0.5% | -24.5% | -25.3% |
| YTD | -25.1% | +36.2% | -61.3% | -20.9% |
| 1Y | -34.9% | +36.6% | -71.4% | -29.8% |
| All | -34.9% | +35.3% | -70.1% | -29.8% |
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