+788.6%
ALG vs VT
+374.2%
+414.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.0% | +0.4% | +4.6% | +4.5% |
| 30D | +3.4% | +1.0% | +2.5% | +2.3% |
| 3M | +14.7% | +2.4% | +12.3% | +11.5% |
| 6M | -2.1% | +12.0% | -14.1% | -13.9% |
| YTD | +4.0% | +15.3% | -11.3% | -11.3% |
| 1Y | -17.0% | +22.6% | -39.5% | -33.9% |
| 3Y | -0.4% | +74.7% | -75.0% | -46.5% |
| 5Y | +15.7% | +66.1% | -50.4% | -35.2% |
| 10Y | +180.6% | +225.0% | -44.4% | -26.7% |
| All | +788.6% | +374.2% | +414.4% | +26.5% |
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 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