+769.3%
VST vs ALB
-44.4%
+813.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +8.0% | +4.4% |
| 7D | +8.9% | -8.1% | +17.0% | +10.6% |
| 30D | +6.2% | +6.3% | -0.1% | +4.6% |
| 3M | -2.7% | -23.6% | +20.8% | +1.9% |
| 6M | -8.4% | -24.6% | +16.3% | -4.2% |
| YTD | -7.2% | -10.3% | +3.1% | -6.6% |
| 1Y | -20.9% | +61.5% | -82.4% | -29.5% |
| 3Y | +384.0% | -34.0% | +418.0% | +374.9% |
| All | +769.3% | -44.4% | +813.7% | +718.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling