+1,142.3%
VST vs BP
+133.4%
+1,008.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +10.9% | -0.8% | +11.7% | +11.3% |
| 30D | -15.6% | -3.1% | -12.5% | -14.6% |
| 3M | -7.8% | +6.2% | -13.9% | -10.2% |
| 6M | -12.0% | +4.8% | -16.8% | -14.5% |
| YTD | -16.9% | +35.2% | -52.1% | -27.9% |
| 1Y | -25.1% | +27.4% | -52.5% | -33.6% |
| 3Y | +297.1% | +49.8% | +247.3% | +227.1% |
| 5Y | +641.9% | +109.4% | +532.5% | +417.0% |
| 10Y | +1,142.3% | +135.7% | +1,006.6% | +703.2% |
| All | +1,142.3% | +133.4% | +1,008.9% | +703.2% |
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