-34.9%
VST vs ALM
+44.8%
-79.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.2% | -15.0% | -14.0% |
| 7D | -15.7% | -6.4% | -9.3% | -14.9% |
| 30D | -17.0% | -35.0% | +18.0% | -12.2% |
| 3M | -15.9% | -33.8% | +17.9% | -11.9% |
| 6M | -25.0% | -55.0% | +30.0% | -18.7% |
| YTD | -25.1% | -0.2% | -24.9% | -25.3% |
| 1Y | -34.9% | +41.8% | -76.6% | -40.0% |
| All | -34.9% | +44.8% | -79.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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