+1,002.6%
VST vs BX
+644.7%
+357.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.7% |
| 7D | -9.8% | +1.8% | -11.6% | -10.9% |
| 30D | -25.1% | +7.9% | -33.0% | -28.1% |
| 3M | -11.6% | -9.6% | -2.0% | -9.3% |
| 6M | -20.9% | -2.3% | -18.7% | -22.0% |
| YTD | -22.3% | -19.3% | -3.0% | -17.8% |
| 1Y | -32.0% | -13.2% | -18.8% | -30.3% |
| 3Y | +262.4% | +33.8% | +228.6% | +218.2% |
| 5Y | +563.4% | 0.0% | +563.4% | +511.6% |
| 10Y | +1,120.7% | +685.4% | +435.3% | +457.6% |
| All | +1,002.6% | +644.7% | +357.8% | +411.5% |
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 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