-22.0%
VST vs ALB
-15.8%
-6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +6.6% | -5.8% | +12.3% | +7.7% |
| 30D | -12.4% | -4.5% | -7.8% | -11.6% |
| 3M | -9.0% | -28.1% | +19.1% | -3.6% |
| 6M | -6.4% | -53.2% | +46.7% | +7.7% |
| YTD | -17.2% | -33.3% | +16.1% | -9.1% |
| 1Y | -22.0% | -17.4% | -4.6% | -12.9% |
| All | -22.0% | -15.8% | -6.2% | -12.9% |
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