+645.9%
VST vs ALM
+387.9%
+258.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.4% |
| 7D | +19.2% | -4.0% | +23.2% | +19.6% |
| 30D | -17.2% | -30.5% | +13.4% | -14.6% |
| 3M | -8.1% | -46.9% | +38.8% | -3.7% |
| 6M | -8.1% | -65.5% | +57.4% | -1.5% |
| YTD | -16.3% | -13.4% | -2.9% | -15.7% |
| 1Y | -24.1% | +9.8% | -33.9% | -24.9% |
| 3Y | +300.2% | +783.1% | -482.9% | +239.3% |
| 5Y | +645.9% | +378.3% | +267.6% | +553.7% |
| All | +645.9% | +387.9% | +258.0% | +553.7% |
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