+417.5%
VST vs ALC
+34.7%
+382.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -19.9% | +7.6% | -27.5% | -22.4% |
| 30D | -29.7% | +21.1% | -50.8% | -35.1% |
| 3M | -19.6% | +8.5% | -28.0% | -22.8% |
| 6M | -29.4% | +2.8% | -32.2% | -31.3% |
| YTD | -29.7% | -2.4% | -27.3% | -30.2% |
| 1Y | -40.0% | +3.5% | -43.5% | -42.3% |
| 3Y | +231.0% | +4.2% | +226.8% | +211.4% |
| 5Y | +500.1% | -9.0% | +509.0% | +486.1% |
| All | +417.5% | +34.7% | +382.9% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling