+189.3%
ALAB vs VST
+79.3%
+110.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -6.2% | -13.5% | -15.7% |
| 7D | -38.2% | -19.9% | -18.3% | -28.7% |
| 30D | -54.0% | -29.7% | -24.3% | -42.2% |
| 3M | -43.6% | -19.6% | -24.1% | -34.7% |
| 6M | -16.8% | -29.4% | +12.6% | +5.0% |
| YTD | +7.9% | -29.7% | +37.6% | +33.1% |
| 1Y | -1.4% | -40.0% | +38.7% | +33.6% |
| All | +189.3% | +79.3% | +110.0% | +117.6% |
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