+1,205.2%
VST vs BX
+700.3%
+504.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +5.9% |
| 7D | -0.5% | +3.3% | -3.8% | -2.1% |
| 30D | -17.1% | +9.6% | -26.6% | -20.8% |
| 3M | -4.6% | -8.7% | +4.1% | -2.4% |
| 6M | -9.1% | +2.2% | -11.3% | -11.7% |
| YTD | -16.6% | -16.2% | -0.4% | -12.9% |
| 1Y | -29.5% | -11.5% | -18.0% | -28.1% |
| 3Y | +297.5% | +41.0% | +256.5% | +242.6% |
| 5Y | +654.5% | +1.1% | +653.5% | +594.4% |
| 10Y | +1,205.2% | +710.1% | +495.1% | +516.9% |
| All | +1,205.2% | +700.3% | +504.9% | +516.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling