+1,121.2%
VST vs AKAM
+27.0%
+1,094.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.0% |
| 7D | -6.0% | -3.3% | -2.8% | -5.4% |
| 30D | -18.8% | -21.7% | +3.0% | -14.6% |
| 3M | -8.0% | -28.8% | +20.8% | -1.7% |
| 6M | -10.9% | -43.3% | +32.4% | -0.8% |
| YTD | -18.3% | -4.1% | -14.3% | -21.8% |
| 1Y | -29.9% | -3.9% | -26.0% | -33.0% |
| 3Y | +290.3% | -24.4% | +314.7% | +283.5% |
| 5Y | +635.3% | -23.8% | +659.1% | +609.4% |
| All | +1,121.2% | +27.0% | +1,094.2% | +921.8% |
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