+500.1%
VST vs ALB
-61.8%
+561.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.7% | -6.8% |
| 7D | -19.9% | +5.5% | -25.4% | -20.9% |
| 30D | -29.7% | -7.5% | -22.2% | -28.8% |
| 3M | -19.6% | -16.9% | -2.6% | -17.2% |
| 6M | -29.4% | -49.2% | +19.8% | -20.3% |
| YTD | -29.7% | -29.9% | +0.1% | -26.1% |
| 1Y | -40.0% | +8.2% | -48.2% | -42.2% |
| 3Y | +231.0% | -19.4% | +250.4% | +211.3% |
| 5Y | +500.1% | -61.6% | +561.7% | +508.6% |
| All | +500.1% | -61.8% | +561.9% | +508.6% |
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