-34.9%
VST vs ALB
+4.7%
-39.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.3% | -19.1% | -14.7% |
| 7D | -15.7% | -2.1% | -13.7% | -15.4% |
| 30D | -17.0% | -9.0% | -8.0% | -15.5% |
| 3M | -15.9% | -21.1% | +5.3% | -12.7% |
| 6M | -25.0% | -49.9% | +24.9% | -15.2% |
| YTD | -25.1% | -32.3% | +7.2% | -19.0% |
| 1Y | -34.9% | +8.6% | -43.5% | -33.1% |
| All | -34.9% | +4.7% | -39.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling