+102.5%
ALGM vs VT
+126.4%
-23.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.4% |
| 7D | +1.0% | -0.1% | +1.2% | +1.3% |
| 30D | -15.6% | -0.7% | -14.9% | -14.1% |
| 3M | -23.1% | +4.0% | -27.1% | -27.4% |
| 6M | +9.0% | +12.3% | -3.3% | -9.5% |
| YTD | +35.9% | +14.0% | +21.8% | +9.8% |
| 1Y | +15.9% | +20.3% | -4.4% | -14.8% |
| 3Y | +3.0% | +75.4% | -72.5% | -59.5% |
| 5Y | +17.0% | +66.0% | -49.0% | -44.5% |
| All | +102.5% | +126.4% | -23.9% | -49.4% |
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