-34.9%
VST vs BX
-8.3%
-26.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.2% | -20.1% | -14.6% |
| 7D | -15.7% | +8.3% | -24.0% | -16.9% |
| 30D | -17.0% | +13.5% | -30.5% | -19.1% |
| 3M | -15.9% | -7.6% | -8.3% | -13.6% |
| 6M | -25.0% | +4.0% | -29.0% | -25.9% |
| YTD | -25.1% | -15.2% | -9.9% | -17.4% |
| 1Y | -34.9% | -8.5% | -26.4% | -30.2% |
| All | -34.9% | -8.3% | -26.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling