+36.2%
ALCO vs VT
+357.6%
-321.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.6% |
| 7D | +1.0% | +0.4% | +0.7% | +0.6% |
| 30D | -1.7% | -2.6% | +0.9% | +0.5% |
| 3M | -1.2% | -3.2% | +2.1% | +1.4% |
| 6M | -7.1% | +0.9% | -8.0% | -8.6% |
| YTD | +4.2% | +11.3% | -7.1% | -6.4% |
| 1Y | +15.0% | +14.0% | +1.0% | +1.2% |
| 3Y | +51.2% | +75.8% | -24.6% | -10.2% |
| 5Y | +11.9% | +57.8% | -45.9% | -28.3% |
| 10Y | +66.7% | +219.8% | -153.1% | -46.4% |
| All | +36.2% | +357.6% | -321.4% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling