+1,205.2%
VST vs BR
+266.7%
+938.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.0% |
| 7D | -0.5% | +4.4% | -4.9% | -2.0% |
| 30D | -17.1% | +16.3% | -33.3% | -21.2% |
| 3M | -4.6% | +16.2% | -20.8% | -9.8% |
| 6M | -9.1% | +30.3% | -39.4% | -18.3% |
| YTD | -16.6% | -12.2% | -4.4% | -13.4% |
| 1Y | -29.5% | -11.3% | -18.2% | -27.2% |
| 3Y | +297.5% | +15.2% | +282.3% | +261.8% |
| 5Y | +654.5% | +18.0% | +636.5% | +566.8% |
| 10Y | +1,205.2% | +268.7% | +936.6% | +759.5% |
| All | +1,205.2% | +266.7% | +938.6% | +759.5% |
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