+1,164.9%
VST vs BP
+143.9%
+1,021.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +6.6% | +3.8% | +2.8% | +5.1% |
| 30D | -12.4% | -5.3% | -7.1% | -10.6% |
| 3M | -9.0% | +9.3% | -18.2% | -12.4% |
| 6M | -6.4% | +7.2% | -13.7% | -9.9% |
| YTD | -17.2% | +38.0% | -55.2% | -28.7% |
| 1Y | -22.0% | +33.2% | -55.2% | -32.1% |
| 3Y | +296.7% | +50.3% | +246.4% | +226.4% |
| 5Y | +637.6% | +114.1% | +523.5% | +409.8% |
| All | +1,164.9% | +143.9% | +1,021.0% | +720.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling