+588.9%
VST vs ALC
-11.2%
+600.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.7% | +11.1% |
| 7D | -9.8% | +4.9% | -14.7% | -11.4% |
| 30D | -25.1% | +19.0% | -44.1% | -29.4% |
| 3M | -11.6% | +7.8% | -19.3% | -14.2% |
| 6M | -20.9% | +14.6% | -35.5% | -25.2% |
| YTD | -22.3% | -4.4% | -17.9% | -21.9% |
| 1Y | -32.0% | +1.4% | -33.4% | -33.5% |
| 3Y | +262.4% | +2.5% | +259.9% | +249.5% |
| All | +588.9% | -11.2% | +600.1% | +561.4% |
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