+142.1%
IBM vs VST
+515.1%
-373.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.3% | -2.2% |
| 7D | -4.3% | -19.9% | +15.6% | -2.2% |
| 30D | +11.7% | -29.7% | +41.3% | +15.7% |
| 3M | +5.5% | -19.6% | +25.1% | +7.4% |
| 6M | +9.5% | -29.4% | +38.9% | +12.5% |
| YTD | -14.9% | -29.7% | +14.8% | -13.0% |
| 1Y | -17.4% | -40.0% | +22.7% | -13.9% |
| 3Y | +83.3% | +231.0% | -147.7% | +40.9% |
| 5Y | +142.1% | +500.1% | -358.0% | +67.8% |
| All | +142.1% | +515.1% | -373.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling