+249.6%
ALAB vs VST
+112.7%
+136.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.3% | +6.4% | +9.0% |
| 7D | -5.6% | -0.5% | -5.1% | -5.2% |
| 30D | -36.6% | -17.1% | -19.6% | -28.2% |
| 3M | -35.1% | -4.6% | -30.5% | -32.5% |
| 6M | +8.5% | -9.1% | +17.6% | +17.3% |
| YTD | +30.4% | -16.6% | +47.0% | +44.4% |
| 1Y | +31.0% | -29.5% | +60.5% | +60.0% |
| All | +249.6% | +112.7% | +136.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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