+143.3%
IBM vs VST
+632.2%
-488.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.3% | -6.9% | -0.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.7% |
| 30D | +8.4% | -17.1% | +25.4% | +10.2% |
| 3M | +4.5% | -4.6% | +9.1% | +4.4% |
| 6M | +7.9% | -9.1% | +17.0% | +7.6% |
| YTD | -15.2% | -16.6% | +1.4% | -15.0% |
| 1Y | -17.6% | -29.5% | +11.9% | -15.7% |
| 3Y | +82.1% | +297.5% | -215.5% | +36.9% |
| 5Y | +143.3% | +654.5% | -511.2% | +64.3% |
| All | +143.3% | +632.2% | -488.9% | +64.3% |
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