+1,238.2%
VST vs BR
+196.6%
+1,041.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.4% |
| 7D | +9.9% | -5.9% | +15.8% | +11.9% |
| 30D | +7.9% | +1.9% | +6.0% | +6.9% |
| 3M | +3.4% | +14.7% | -11.2% | -2.4% |
| 6M | -4.1% | -12.8% | +8.7% | -0.4% |
| YTD | -5.7% | -23.0% | +17.3% | +2.6% |
| 1Y | -18.9% | -31.7% | +12.8% | -7.5% |
| 3Y | +359.1% | -4.8% | +363.8% | +349.3% |
| 5Y | +766.9% | +7.8% | +759.0% | +688.4% |
| All | +1,238.2% | +196.6% | +1,041.6% | +781.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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