-98.8%
ALGS vs VT
+57.9%
-156.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +0.2% | -1.6% | +1.8% | +2.9% |
| 30D | -14.3% | -2.5% | -11.8% | -10.5% |
| 3M | +3.3% | -1.3% | +4.6% | +5.8% |
| 6M | -22.0% | +3.1% | -25.1% | -25.2% |
| YTD | -49.0% | +10.9% | -60.0% | -56.6% |
| 1Y | -36.9% | +12.1% | -49.0% | -47.3% |
| 3Y | -75.0% | +73.9% | -148.9% | -87.5% |
| All | -98.8% | +57.9% | -156.7% | -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