+101.5%
ALG vs VT
+222.7%
-121.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | +2.9% | +2.9% | 0.0% | 0.0% |
| 30D | -9.3% | -2.5% | -6.8% | -7.0% |
| 3M | -14.8% | -3.3% | -11.5% | -11.9% |
| 6M | -7.0% | +1.5% | -8.5% | -8.6% |
| YTD | -15.7% | +11.4% | -27.0% | -24.5% |
| 1Y | -15.4% | +11.9% | -27.3% | -24.7% |
| 3Y | -20.5% | +73.9% | -94.4% | -55.1% |
| 5Y | -7.5% | +57.9% | -65.4% | -42.4% |
| All | +101.5% | +222.7% | -121.1% | -42.5% |
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