-1.4%
ALAB vs VST
-39.0%
+37.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -6.2% | -13.5% | -15.1% |
| 7D | -38.2% | -19.9% | -18.3% | -27.4% |
| 30D | -54.0% | -29.7% | -24.3% | -40.5% |
| 3M | -43.6% | -19.6% | -24.1% | -33.3% |
| 6M | -16.8% | -29.4% | +12.6% | +6.3% |
| YTD | +7.9% | -29.7% | +37.6% | +31.0% |
| 1Y | -1.4% | -40.0% | +38.7% | +33.7% |
| All | -1.4% | -39.0% | +37.7% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling