+1,164.9%
VST vs ALM
+2,100.8%
-935.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.6% |
| 7D | +6.6% | +1.2% | +5.3% | +6.5% |
| 30D | -12.4% | -19.3% | +7.0% | -11.3% |
| 3M | -9.0% | -40.6% | +31.7% | -6.4% |
| 6M | -6.4% | -57.9% | +51.5% | -2.4% |
| YTD | -17.2% | -6.7% | -10.5% | -17.5% |
| 1Y | -22.0% | +20.2% | -42.2% | -23.4% |
| 3Y | +296.7% | +879.4% | -582.8% | +244.8% |
| 5Y | +637.6% | +415.3% | +222.3% | +548.4% |
| All | +1,164.9% | +2,100.8% | -935.9% | +1,002.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling