+1,216.9%
VST vs BX
+740.5%
+476.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.0% |
| 7D | +8.9% | -4.4% | +13.3% | +10.7% |
| 30D | +6.2% | +0.1% | +6.1% | +5.9% |
| 3M | -2.7% | +16.0% | -18.7% | -9.0% |
| 6M | -8.4% | +21.6% | -30.0% | -16.5% |
| YTD | -7.2% | -8.9% | +1.7% | -5.2% |
| 1Y | -20.9% | -16.6% | -4.3% | -16.7% |
| 3Y | +384.0% | +43.3% | +340.7% | +316.5% |
| 5Y | +757.1% | +25.7% | +731.4% | +624.6% |
| All | +1,216.9% | +740.5% | +476.4% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling