+1,164.9%
VST vs BR
+277.7%
+887.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.3% |
| 30D | -12.4% | +14.4% | -26.7% | -16.3% |
| 3M | -9.0% | +12.4% | -21.4% | -13.0% |
| 6M | -6.4% | +35.4% | -41.9% | -17.2% |
| YTD | -17.2% | -12.2% | -5.0% | -14.0% |
| 1Y | -22.0% | -12.7% | -9.3% | -18.9% |
| 3Y | +296.7% | +14.3% | +282.4% | +262.3% |
| 5Y | +637.6% | +19.3% | +618.3% | +548.7% |
| All | +1,164.9% | +277.7% | +887.2% | +731.4% |
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