+112.3%
ALG vs VT
+223.7%
-111.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +2.8% |
| 7D | -7.7% | +0.4% | -8.1% | -8.0% |
| 30D | -7.3% | -2.6% | -4.7% | -4.8% |
| 3M | -16.3% | -3.2% | -13.0% | -13.5% |
| 6M | -13.5% | +0.9% | -14.5% | -14.6% |
| YTD | -15.3% | +11.3% | -26.7% | -24.2% |
| 1Y | -14.8% | +14.0% | -28.8% | -25.7% |
| 3Y | -18.8% | +75.8% | -94.6% | -54.6% |
| 5Y | -8.0% | +57.8% | -65.8% | -42.7% |
| 10Y | +112.3% | +219.8% | -107.5% | -36.4% |
| All | +112.3% | +223.7% | -111.4% | -36.4% |
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