+1,205.2%
VST vs AKAM
+23.5%
+1,181.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.4% | +10.7% | +8.0% |
| 7D | -0.5% | -7.4% | +6.9% | +1.2% |
| 30D | -17.1% | -24.9% | +7.9% | -12.0% |
| 3M | -4.6% | -27.4% | +22.8% | +1.6% |
| 6M | -9.1% | -45.6% | +36.6% | +2.2% |
| YTD | -16.6% | -8.0% | -8.6% | -19.3% |
| 1Y | -29.5% | -4.1% | -25.4% | -32.6% |
| 3Y | +297.5% | -26.9% | +324.4% | +293.5% |
| 5Y | +654.5% | -26.6% | +681.1% | +634.3% |
| 10Y | +1,205.2% | +20.7% | +1,184.6% | +1,003.9% |
| All | +1,205.2% | +23.5% | +1,181.7% | +1,003.9% |
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