-72.1%
ALGS vs VT
+75.0%
-147.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.1% | +0.4% | -10.6% | -10.9% |
| 30D | +31.0% | +1.0% | +30.0% | +28.2% |
| 3M | +16.3% | +2.4% | +13.9% | +10.4% |
| 6M | -9.5% | +12.0% | -21.5% | -28.7% |
| YTD | -33.4% | +15.3% | -48.7% | -50.9% |
| 1Y | -42.2% | +22.6% | -64.8% | -62.9% |
| All | -72.1% | +75.0% | -147.0% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling