+1,162.4%
VST vs ALB
+34.3%
+1,128.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.2% |
| 7D | -6.0% | +5.3% | -11.3% | -7.2% |
| 30D | -18.8% | -6.3% | -12.5% | -17.9% |
| 3M | -8.0% | -27.4% | +19.4% | -2.7% |
| 6M | -10.9% | -53.1% | +42.2% | +2.2% |
| YTD | -18.3% | -32.3% | +14.0% | -13.5% |
| 1Y | -29.9% | -7.3% | -22.6% | -30.5% |
| 3Y | +290.3% | -14.9% | +305.2% | +267.9% |
| 5Y | +635.3% | -62.0% | +697.3% | +681.0% |
| 10Y | +1,162.4% | +33.0% | +1,129.3% | +878.4% |
| All | +1,162.4% | +34.3% | +1,128.0% | +878.4% |
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