+207.4%
ALAB vs VST
+98.2%
+109.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.6% | -4.3% | -0.5% |
| 7D | -26.3% | -9.8% | -16.5% | -21.3% |
| 30D | -50.1% | -25.1% | -25.0% | -39.8% |
| 3M | -42.5% | -11.6% | -30.9% | -37.4% |
| 6M | -10.8% | -20.9% | +10.1% | +4.6% |
| YTD | +14.6% | -22.3% | +36.9% | +32.5% |
| 1Y | +17.1% | -32.0% | +49.1% | +46.1% |
| All | +207.4% | +98.2% | +109.2% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling