+74.7%
ALGM vs VT
+121.0%
-46.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +4.4% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | -13.1% | -2.6% | -10.5% | -7.0% |
| 3M | -29.4% | -3.2% | -26.1% | -23.0% |
| 6M | -36.8% | +0.9% | -37.8% | -34.9% |
| YTD | +17.2% | +11.3% | +5.9% | +1.1% |
| 1Y | +14.6% | +14.0% | +0.6% | -5.1% |
| 3Y | +24.4% | +75.8% | -51.5% | -50.0% |
| 5Y | -5.3% | +57.8% | -63.1% | -49.3% |
| All | +74.7% | +121.0% | -46.3% | -53.4% |
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