+1,112.0%
VST vs ALM
+2,022.9%
-910.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.1% | +8.4% | +10.4% |
| 7D | -9.8% | -6.7% | -3.1% | -9.4% |
| 30D | -25.1% | -32.9% | +7.7% | -23.3% |
| 3M | -11.6% | -39.5% | +27.9% | -9.2% |
| 6M | -20.9% | -62.0% | +41.1% | -17.1% |
| YTD | -22.3% | -7.8% | -14.5% | -22.5% |
| 1Y | -32.0% | +26.7% | -58.7% | -33.3% |
| 3Y | +262.4% | +825.4% | -563.0% | +216.5% |
| 5Y | +563.4% | +401.2% | +162.1% | +485.1% |
| All | +1,112.0% | +2,022.9% | -910.8% | +961.2% |
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