-32.0%
ALGT vs VT
+224.4%
-256.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | -0.2% |
| 7D | +18.1% | -0.7% | +18.8% | +18.6% |
| 30D | +29.0% | -1.7% | +30.8% | +32.5% |
| 3M | +9.0% | -2.3% | +11.3% | +13.2% |
| 6M | +21.3% | +1.5% | +19.7% | +19.2% |
| YTD | +12.9% | +12.0% | +0.8% | -4.2% |
| 1Y | +44.2% | +12.9% | +31.3% | +21.2% |
| 3Y | +72.9% | +74.9% | -2.1% | -22.8% |
| 5Y | -47.2% | +59.9% | -107.1% | -72.3% |
| 10Y | -32.0% | +224.6% | -256.6% | -86.2% |
| All | -32.0% | +224.4% | -256.3% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling