+588.9%
VST vs BR
+19.3%
+569.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +10.8% |
| 7D | -9.8% | +6.5% | -16.3% | -10.9% |
| 30D | -25.1% | +18.9% | -44.0% | -27.7% |
| 3M | -11.6% | +16.3% | -27.9% | -14.6% |
| 6M | -20.9% | +26.2% | -47.1% | -25.6% |
| YTD | -22.3% | -13.1% | -9.2% | -16.9% |
| 1Y | -32.0% | -10.5% | -21.6% | -28.3% |
| 3Y | +262.4% | +13.3% | +249.0% | +239.3% |
| All | +588.9% | +19.3% | +569.6% | +498.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling