-24.1%
VST vs BP
+30.8%
-54.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +19.2% | +2.5% | +16.6% | +19.3% |
| 30D | -17.2% | -5.6% | -11.6% | -17.5% |
| 3M | -8.1% | +8.0% | -16.2% | -7.1% |
| 6M | -8.1% | +5.7% | -13.8% | -7.7% |
| YTD | -16.3% | +36.8% | -53.1% | -10.5% |
| 1Y | -24.1% | +30.7% | -54.8% | -16.7% |
| All | -24.1% | +30.8% | -54.9% | -16.7% |
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