+355.0%
ALGT vs VT
+374.2%
-19.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -24.8% | +1.0% | -25.8% | -25.5% |
| 3M | -7.5% | +2.4% | -9.9% | -9.4% |
| 6M | -15.1% | +12.0% | -27.1% | -23.4% |
| YTD | -8.3% | +15.3% | -23.7% | -19.6% |
| 1Y | +21.6% | +22.6% | -1.0% | +0.6% |
| 3Y | -9.6% | +74.7% | -84.3% | -45.3% |
| 5Y | -57.9% | +66.1% | -124.0% | -72.5% |
| 10Y | -36.5% | +225.0% | -261.5% | -74.6% |
| All | +355.0% | +374.2% | -19.2% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling