+500.1%
VST vs ALM
+390.7%
+109.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.6% | +3.4% | -5.3% |
| 7D | -19.9% | -14.5% | -5.4% | -18.9% |
| 30D | -29.7% | -39.0% | +9.4% | -26.9% |
| 3M | -19.6% | -40.3% | +20.7% | -16.6% |
| 6M | -29.4% | -60.3% | +30.9% | -25.1% |
| YTD | -29.7% | -9.8% | -20.0% | -29.5% |
| 1Y | -40.0% | +30.8% | -70.8% | -41.4% |
| 3Y | +231.0% | +772.4% | -541.4% | +180.6% |
| 5Y | +500.1% | +390.7% | +109.3% | +422.4% |
| All | +500.1% | +390.7% | +109.3% | +422.4% |
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