+1,216.9%
VST vs ALM
+3,515.2%
-2,298.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +8.9% | -2.6% | +11.5% | +9.1% |
| 30D | +6.2% | +32.0% | -25.8% | +4.4% |
| 3M | -2.7% | -15.0% | +12.3% | -2.5% |
| 6M | -8.4% | -10.1% | +1.8% | -8.7% |
| YTD | -7.2% | +99.4% | -106.6% | -11.3% |
| 1Y | -20.9% | +316.4% | -337.2% | -27.5% |
| 3Y | +384.0% | +2,022.0% | -1,638.0% | +303.3% |
| 5Y | +757.1% | +941.2% | -184.1% | +627.2% |
| All | +1,216.9% | +3,515.2% | -2,298.4% | +981.9% |
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