+79.2%
IBM vs VST
+286.0%
-206.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.2% |
| 7D | -1.5% | -6.0% | +4.5% | -1.1% |
| 30D | +8.4% | -18.8% | +27.2% | +10.3% |
| 3M | +4.2% | -8.0% | +12.2% | +4.5% |
| 6M | +7.9% | -10.9% | +18.9% | +7.8% |
| YTD | -15.2% | -18.3% | +3.1% | -14.9% |
| 1Y | -18.7% | -29.9% | +11.2% | -17.0% |
| 3Y | +79.2% | +290.3% | -211.1% | +27.2% |
| All | +79.2% | +286.0% | -206.8% | +27.2% |
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