-18.9%
VST vs BX
-18.3%
-0.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +9.9% | -2.0% | +11.8% | +10.4% |
| 30D | +7.9% | -2.3% | +10.2% | +8.4% |
| 3M | +3.4% | +18.5% | -15.1% | -2.3% |
| 6M | -4.1% | +23.7% | -27.8% | -11.1% |
| YTD | -5.7% | -10.4% | +4.7% | -1.5% |
| 1Y | -18.9% | -19.6% | +0.7% | -13.5% |
| All | -18.9% | -18.3% | -0.6% | -13.5% |
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