+262.4%
VST vs BX
+31.0%
+231.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.7% |
| 7D | -9.8% | +1.8% | -11.6% | -11.1% |
| 30D | -25.1% | +7.9% | -33.0% | -28.8% |
| 3M | -11.6% | -9.6% | -2.0% | -8.5% |
| 6M | -20.9% | -2.3% | -18.7% | -22.3% |
| YTD | -22.3% | -19.3% | -3.0% | -15.1% |
| 1Y | -32.0% | -13.2% | -18.8% | -29.2% |
| 3Y | +262.4% | +33.8% | +228.6% | +235.3% |
| All | +262.4% | +31.0% | +231.4% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling