+588.9%
VST vs ALLE
+49.9%
+539.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.8% |
| 7D | -9.8% | -0.6% | -9.2% | -9.8% |
| 30D | -25.1% | +25.3% | -50.5% | -30.1% |
| 3M | -11.6% | +10.3% | -21.9% | -14.3% |
| 6M | -20.9% | +38.0% | -59.0% | -29.0% |
| YTD | -22.3% | +17.8% | -40.1% | -27.1% |
| 1Y | -32.0% | +13.6% | -45.6% | -35.5% |
| 3Y | +262.4% | +89.2% | +173.2% | +178.5% |
| All | +588.9% | +49.9% | +539.0% | +446.0% |
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