+400.4%
ALAB vs VST
+136.8%
+263.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.2% | +7.6% |
| 7D | +7.2% | +8.9% | -1.7% | +1.8% |
| 30D | -2.5% | +6.2% | -8.7% | -6.1% |
| 3M | -13.3% | -2.7% | -10.6% | -11.3% |
| 6M | +172.8% | -8.4% | +181.2% | +186.9% |
| YTD | +86.6% | -7.2% | +93.8% | +91.4% |
| 1Y | +65.2% | -20.9% | +86.0% | +84.6% |
| All | +400.4% | +136.8% | +263.6% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling