+1,164.9%
VST vs BUD
-2.1%
+1,166.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.4% |
| 7D | +6.6% | +1.0% | +5.6% | +6.3% |
| 30D | -12.4% | +6.7% | -19.1% | -14.5% |
| 3M | -9.0% | +5.7% | -14.7% | -11.1% |
| 6M | -6.4% | +5.8% | -12.3% | -9.1% |
| YTD | -17.2% | +34.4% | -51.6% | -25.7% |
| 1Y | -22.0% | +33.3% | -55.3% | -30.0% |
| 3Y | +296.7% | +48.8% | +247.9% | +233.5% |
| 5Y | +637.6% | +52.5% | +585.1% | +498.1% |
| All | +1,164.9% | -2.1% | +1,166.9% | +933.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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