+1,112.0%
VST vs ALB
+33.3%
+1,078.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.7% | +10.4% |
| 7D | -9.8% | +9.1% | -18.9% | -11.5% |
| 30D | -25.1% | -3.4% | -21.7% | -24.8% |
| 3M | -11.6% | -20.6% | +9.0% | -8.1% |
| 6M | -20.9% | -48.2% | +27.2% | -11.0% |
| YTD | -22.3% | -29.2% | +6.9% | -18.4% |
| 1Y | -32.0% | +10.0% | -42.0% | -34.8% |
| 3Y | +262.4% | -12.9% | +275.3% | +240.0% |
| 5Y | +563.4% | -61.3% | +624.6% | +601.8% |
| All | +1,112.0% | +33.3% | +1,078.7% | +825.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling