+1,112.0%
VST vs BP
+131.5%
+980.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.7% |
| 7D | -9.8% | -11.6% | +1.8% | -5.4% |
| 30D | -25.1% | 0.0% | -25.2% | -25.3% |
| 3M | -11.6% | +6.7% | -18.3% | -14.2% |
| 6M | -20.9% | +2.2% | -23.1% | -22.4% |
| YTD | -22.3% | +33.0% | -55.3% | -32.1% |
| 1Y | -32.0% | +30.7% | -62.7% | -40.4% |
| 3Y | +262.4% | +44.2% | +218.2% | +203.0% |
| 5Y | +563.4% | +105.1% | +458.2% | +366.3% |
| All | +1,112.0% | +131.5% | +980.5% | +706.6% |
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