-89.6%
ALDX vs VT
+214.8%
-304.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +1.3% |
| 7D | -6.5% | -4.2% | -2.4% | 0.0% |
| 30D | -32.8% | -5.8% | -27.0% | -26.0% |
| 3M | -61.5% | -5.2% | -56.3% | -58.3% |
| 6M | -64.2% | +0.1% | -64.3% | -64.3% |
| YTD | -88.1% | +8.2% | -96.3% | -89.5% |
| 1Y | -87.5% | +10.1% | -97.6% | -89.3% |
| 3Y | -72.1% | +69.7% | -141.8% | -85.6% |
| 5Y | -93.1% | +53.4% | -146.5% | -95.9% |
| All | -89.6% | +214.8% | -304.4% | -96.8% |
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