+373.4%
VST vs ALB
-34.0%
+407.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +8.0% | +4.3% |
| 7D | +8.9% | -8.1% | +17.0% | +10.5% |
| 30D | +6.2% | +6.3% | -0.1% | +4.7% |
| 3M | -2.7% | -23.6% | +20.8% | +1.6% |
| 6M | -8.4% | -24.6% | +16.3% | -4.4% |
| YTD | -7.2% | -10.3% | +3.1% | -6.5% |
| 1Y | -20.9% | +61.5% | -82.4% | -28.7% |
| All | +373.4% | -34.0% | +407.4% | +319.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling