-25.1%
VST vs BP
+27.8%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.8% |
| 7D | +10.9% | -0.8% | +11.7% | +10.9% |
| 30D | -15.6% | -3.1% | -12.5% | -15.6% |
| 3M | -7.8% | +6.2% | -13.9% | -6.8% |
| 6M | -12.0% | +4.8% | -16.8% | -11.6% |
| YTD | -16.9% | +35.2% | -52.1% | -11.4% |
| 1Y | -25.1% | +27.4% | -52.5% | -17.2% |
| All | -25.1% | +27.8% | -52.9% | -17.2% |
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 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