+897.3%
VST vs ALM
+1,535.8%
-638.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.6% | +3.4% | -5.6% |
| 7D | -19.9% | -14.5% | -5.4% | -19.2% |
| 30D | -29.7% | -39.0% | +9.4% | -27.6% |
| 3M | -19.6% | -40.3% | +20.7% | -17.4% |
| 6M | -29.4% | -60.3% | +30.9% | -26.2% |
| YTD | -29.7% | -9.8% | -20.0% | -29.8% |
| 1Y | -40.0% | +30.8% | -70.8% | -41.3% |
| 3Y | +231.0% | +772.4% | -541.4% | +190.8% |
| 5Y | +500.1% | +390.7% | +109.3% | +431.4% |
| 10Y | +1,004.2% | +2,028.5% | -1,024.3% | +860.0% |
| All | +897.3% | +1,535.8% | -638.5% | +756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling