+608.4%
VST vs ALM
+410.2%
+198.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.8% |
| 7D | +6.6% | +1.2% | +5.3% | +6.4% |
| 30D | -12.4% | -19.3% | +7.0% | -10.9% |
| 3M | -9.0% | -40.6% | +31.7% | -5.6% |
| 6M | -6.4% | -57.9% | +51.5% | -1.2% |
| YTD | -17.2% | -6.7% | -10.5% | -17.2% |
| 1Y | -22.0% | +20.2% | -42.2% | -23.4% |
| 3Y | +296.7% | +879.4% | -582.8% | +234.0% |
| All | +608.4% | +410.2% | +198.1% | +515.4% |
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 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