+262.4%
VST vs ALC
+2.3%
+260.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.7% | +10.9% |
| 7D | -9.8% | +4.9% | -14.7% | -10.9% |
| 30D | -25.1% | +19.0% | -44.1% | -28.4% |
| 3M | -11.6% | +7.8% | -19.3% | -13.3% |
| 6M | -20.9% | +14.6% | -35.5% | -24.2% |
| YTD | -22.3% | -4.4% | -17.9% | -21.2% |
| 1Y | -32.0% | +1.4% | -33.4% | -32.8% |
| 3Y | +262.4% | +2.5% | +259.9% | +272.9% |
| All | +262.4% | +2.3% | +260.1% | +272.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling