+1,002.6%
VST vs BR
+234.9%
+767.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +11.1% |
| 7D | -9.8% | +6.5% | -16.3% | -11.7% |
| 30D | -25.1% | +18.9% | -44.0% | -29.4% |
| 3M | -11.6% | +16.3% | -27.9% | -16.5% |
| 6M | -20.9% | +26.2% | -47.1% | -28.1% |
| YTD | -22.3% | -13.1% | -9.2% | -19.1% |
| 1Y | -32.0% | -10.5% | -21.6% | -30.2% |
| 3Y | +262.4% | +13.3% | +249.0% | +231.9% |
| 5Y | +563.4% | +19.9% | +543.5% | +481.6% |
| 10Y | +1,120.7% | +254.2% | +866.4% | +678.1% |
| All | +1,002.6% | +234.9% | +767.6% | +595.0% |
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