+23.8%
ALC vs VO
+124.4%
-100.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -0.1% | -0.3% | +0.2% | +0.1% |
| 3M | +5.9% | +2.9% | +2.9% | +3.5% |
| 6M | -15.9% | +9.3% | -25.3% | -21.6% |
| YTD | -10.1% | +14.2% | -24.3% | -18.9% |
| 1Y | -10.2% | +15.3% | -25.5% | -19.5% |
| 3Y | -13.6% | +56.2% | -69.8% | -38.5% |
| 5Y | -15.1% | +42.4% | -57.6% | -35.8% |
| All | +23.8% | +124.4% | -100.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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