-38.5%
ALGS vs VT
+10.7%
-49.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -4.2% |
| 7D | -10.3% | -4.2% | -6.2% | -4.2% |
| 30D | -16.2% | -5.8% | -10.4% | -8.2% |
| 3M | -4.9% | -5.2% | +0.4% | +3.4% |
| 6M | -29.0% | +0.1% | -29.1% | -27.3% |
| YTD | -51.6% | +8.2% | -59.8% | -54.7% |
| 1Y | -38.5% | +10.1% | -48.6% | -43.4% |
| All | -38.5% | +10.7% | -49.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling