-98.8%
ALGS vs VT
+59.7%
-158.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +3.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.3% |
| 30D | -7.0% | -1.4% | -5.6% | -4.5% |
| 3M | +5.7% | -1.4% | +7.1% | +8.5% |
| 6M | -22.0% | +5.5% | -27.5% | -27.7% |
| YTD | -46.1% | +12.8% | -59.0% | -55.3% |
| 1Y | -30.4% | +15.4% | -45.8% | -44.5% |
| 3Y | -73.6% | +76.9% | -150.4% | -87.1% |
| All | -98.8% | +59.7% | -158.5% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling