+654.5%
VST vs ALM
+441.7%
+212.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.1% | -0.8% | +6.6% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | -17.1% | -26.1% | +9.0% | -15.1% |
| 3M | -4.6% | -38.1% | +33.5% | -1.3% |
| 6M | -9.1% | -55.4% | +46.3% | -4.4% |
| YTD | -16.6% | -0.4% | -16.2% | -17.1% |
| 1Y | -29.5% | +25.4% | -54.8% | -31.0% |
| 3Y | +297.5% | +907.8% | -610.2% | +233.3% |
| 5Y | +654.5% | +440.2% | +214.4% | +554.1% |
| All | +654.5% | +441.7% | +212.9% | +554.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling