+1,116.3%
VST vs AKAM
+27.9%
+1,088.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.7% | +3.8% | +9.1% |
| 7D | -9.8% | -10.4% | +0.6% | -7.6% |
| 30D | -25.1% | -20.6% | -4.6% | -21.4% |
| 3M | -11.6% | -29.9% | +18.3% | -5.2% |
| 6M | -20.9% | -31.9% | +11.0% | -16.0% |
| YTD | -22.3% | -4.8% | -17.5% | -25.4% |
| 1Y | -32.0% | +13.8% | -45.8% | -37.9% |
| 3Y | +262.4% | -23.4% | +285.8% | +255.3% |
| 5Y | +563.4% | -22.6% | +585.9% | +538.8% |
| All | +1,116.3% | +27.9% | +1,088.5% | +921.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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