+1,216.9%
VST vs BR
+204.1%
+1,012.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +4.6% |
| 7D | +8.9% | -5.3% | +14.2% | +10.7% |
| 30D | +6.2% | +6.4% | -0.2% | +3.8% |
| 3M | -2.7% | +13.6% | -16.4% | -7.8% |
| 6M | -8.4% | -6.7% | -1.6% | -7.2% |
| YTD | -7.2% | -21.1% | +13.9% | +0.2% |
| 1Y | -20.9% | -29.6% | +8.7% | -10.8% |
| 3Y | +384.0% | -2.4% | +386.4% | +370.1% |
| 5Y | +757.1% | +11.2% | +745.8% | +671.5% |
| All | +1,216.9% | +204.1% | +1,012.7% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling