+769.3%
VST vs ALC
-16.0%
+785.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.2% |
| 7D | +8.9% | -2.1% | +11.0% | +9.6% |
| 30D | +6.2% | -0.1% | +6.3% | +6.1% |
| 3M | -2.7% | +5.9% | -8.6% | -5.1% |
| 6M | -8.4% | -15.9% | +7.6% | -3.4% |
| YTD | -7.2% | -10.1% | +2.9% | -4.5% |
| 1Y | -20.9% | -10.2% | -10.7% | -19.0% |
| 3Y | +384.0% | -13.6% | +397.5% | +398.5% |
| All | +769.3% | -16.0% | +785.3% | +735.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling