-93.5%
ALIT vs VT
+118.9%
-212.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | 0.0% |
| 7D | +44.0% | -2.3% | +46.3% | +48.5% |
| 30D | +29.5% | -5.0% | +34.5% | +38.0% |
| 3M | -17.5% | -4.9% | -12.6% | -11.9% |
| 6M | -31.3% | -1.5% | -29.8% | -30.3% |
| YTD | -67.0% | +8.5% | -75.5% | -70.5% |
| 1Y | -72.6% | +11.4% | -84.0% | -76.4% |
| 3Y | -90.6% | +70.1% | -160.7% | -95.2% |
| 5Y | -94.0% | +53.7% | -147.7% | -96.7% |
| All | -93.5% | +118.9% | -212.4% | -96.7% |
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