-27.4%
ALGT vs VT
+215.5%
-242.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.6% |
| 7D | +28.9% | -2.3% | +31.2% | +33.1% |
| 30D | +20.6% | -5.0% | +25.5% | +30.5% |
| 3M | -5.4% | -4.9% | -0.5% | +2.6% |
| 6M | +14.8% | -1.5% | +16.4% | +18.5% |
| YTD | +7.9% | +8.5% | -0.6% | -3.6% |
| 1Y | +33.5% | +11.4% | +22.1% | +14.5% |
| 3Y | +54.0% | +70.1% | -16.1% | -28.0% |
| 5Y | -50.3% | +53.7% | -104.0% | -72.2% |
| All | -27.4% | +215.5% | -242.9% | -83.1% |
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 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