+897.3%
VST vs BP
+118.3%
+779.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -5.4% |
| 7D | -19.9% | -11.2% | -8.7% | -16.2% |
| 30D | -29.7% | -0.7% | -29.0% | -29.6% |
| 3M | -19.6% | +9.8% | -29.4% | -22.7% |
| 6M | -29.4% | -1.6% | -27.8% | -29.7% |
| YTD | -29.7% | +33.5% | -63.2% | -38.6% |
| 1Y | -40.0% | +31.7% | -71.8% | -47.6% |
| 3Y | +231.0% | +45.1% | +185.8% | +176.2% |
| 5Y | +500.1% | +105.9% | +394.1% | +321.9% |
| 10Y | +1,004.2% | +134.4% | +869.8% | +626.4% |
| All | +897.3% | +118.3% | +779.1% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling