+227.8%
VST vs ALLE
+90.7%
+137.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -5.7% |
| 7D | -19.9% | 0.0% | -20.0% | -19.9% |
| 30D | -29.7% | +20.6% | -50.2% | -32.2% |
| 3M | -19.6% | +11.4% | -31.0% | -21.0% |
| 6M | -29.4% | +42.5% | -71.9% | -35.1% |
| YTD | -29.7% | +18.9% | -48.6% | -33.0% |
| 1Y | -40.0% | +14.2% | -54.2% | -42.2% |
| All | +227.8% | +90.7% | +137.1% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling