-99.9%
ALAR vs VT
+141.5%
-241.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -7.7% | -2.3% | -5.4% | -5.8% |
| 30D | -25.5% | -5.0% | -20.5% | -22.3% |
| 3M | -38.8% | -4.9% | -33.9% | -36.2% |
| 6M | -84.7% | -1.5% | -83.2% | -84.5% |
| YTD | -86.0% | +8.5% | -94.5% | -86.7% |
| 1Y | -91.9% | +11.4% | -103.3% | -92.4% |
| 3Y | -65.2% | +70.1% | -135.3% | -73.4% |
| 5Y | -89.1% | +53.7% | -142.8% | -91.4% |
| All | -99.9% | +141.5% | -241.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling