+149.6%
IBM vs VST
+1,112.0%
-962.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.6% | -11.4% | -2.7% |
| 7D | -5.0% | -9.8% | +4.8% | -3.6% |
| 30D | +11.1% | -25.1% | +36.3% | +16.1% |
| 3M | +5.7% | -11.6% | +17.3% | +6.9% |
| 6M | +10.1% | -20.9% | +31.0% | +12.6% |
| YTD | -15.6% | -22.3% | +6.7% | -14.2% |
| 1Y | -19.5% | -32.0% | +12.5% | -16.3% |
| 3Y | +80.4% | +262.4% | -182.0% | +15.5% |
| 5Y | +140.0% | +563.4% | -423.4% | +26.8% |
| All | +149.6% | +1,112.0% | -962.5% | +17.1% |
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