-98.5%
ALGS vs VT
+66.2%
-164.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.1% | +0.4% | -10.6% | -10.7% |
| 30D | +31.0% | +1.0% | +30.0% | +28.8% |
| 3M | +16.3% | +2.4% | +13.9% | +11.8% |
| 6M | -9.5% | +12.0% | -21.5% | -24.3% |
| YTD | -33.4% | +15.3% | -48.7% | -46.9% |
| 1Y | -42.2% | +22.6% | -64.8% | -58.2% |
| 3Y | -71.4% | +74.7% | -146.1% | -86.2% |
| All | -98.5% | +66.2% | -164.7% | -99.2% |
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