+1,112.0%
VST vs ALLE
+222.4%
+889.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.9% |
| 7D | -9.8% | -0.6% | -9.2% | -9.8% |
| 30D | -25.1% | +25.3% | -50.5% | -31.5% |
| 3M | -11.6% | +10.3% | -21.9% | -15.3% |
| 6M | -20.9% | +38.0% | -59.0% | -30.8% |
| YTD | -22.3% | +17.8% | -40.1% | -28.4% |
| 1Y | -32.0% | +13.6% | -45.6% | -36.5% |
| 3Y | +262.4% | +89.2% | +173.2% | +169.4% |
| 5Y | +563.4% | +51.1% | +512.3% | +427.9% |
| All | +1,112.0% | +222.4% | +889.6% | +657.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling