+472.1%
VST vs ALC
+31.8%
+440.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.7% | +11.3% |
| 7D | -9.8% | +4.9% | -14.7% | -11.9% |
| 30D | -25.1% | +19.0% | -44.1% | -30.5% |
| 3M | -11.6% | +7.8% | -19.3% | -15.0% |
| 6M | -20.9% | +14.6% | -35.5% | -26.3% |
| YTD | -22.3% | -4.4% | -17.9% | -22.4% |
| 1Y | -32.0% | +1.4% | -33.4% | -34.1% |
| 3Y | +262.4% | +2.5% | +259.9% | +242.3% |
| 5Y | +563.4% | -10.9% | +574.3% | +552.2% |
| All | +472.1% | +31.8% | +440.3% | +332.6% |
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