-20.9%
VST vs ALLE
-5.8%
-15.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | +6.2% | -6.8% | +13.0% | +6.7% |
| 3M | -2.7% | +21.0% | -23.8% | -5.2% |
| 6M | -8.4% | +1.1% | -9.5% | -11.7% |
| YTD | -7.2% | -0.5% | -6.7% | -10.0% |
| 1Y | -20.9% | -7.3% | -13.6% | -24.6% |
| All | -20.9% | -5.8% | -15.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling