+769.3%
VST vs ALLE
+13.7%
+755.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +8.9% | -0.2% | +9.1% | +9.0% |
| 30D | +6.2% | -6.8% | +13.0% | +8.5% |
| 3M | -2.7% | +21.0% | -23.8% | -9.0% |
| 6M | -8.4% | +1.1% | -9.5% | -9.3% |
| YTD | -7.2% | -0.5% | -6.7% | -8.2% |
| 1Y | -20.9% | -7.3% | -13.6% | -20.2% |
| 3Y | +384.0% | +42.3% | +341.7% | +309.8% |
| All | +769.3% | +13.7% | +755.6% | +651.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling