+501.4%
VST vs ALC
+30.3%
+471.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -6.0% | +2.3% | -8.4% | -7.3% |
| 30D | -18.8% | +15.5% | -34.3% | -23.8% |
| 3M | -8.0% | +0.6% | -8.6% | -9.2% |
| 6M | -10.9% | +18.4% | -29.3% | -18.2% |
| YTD | -18.3% | -5.6% | -12.8% | -18.1% |
| 1Y | -29.9% | 0.0% | -30.0% | -31.8% |
| 3Y | +290.3% | +2.8% | +287.5% | +267.8% |
| 5Y | +635.3% | -8.8% | +644.1% | +614.6% |
| All | +501.4% | +30.3% | +471.1% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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