-93.5%
ALIT vs VT
+118.4%
-211.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +5.6% |
| 7D | +39.8% | -4.2% | +44.0% | +47.6% |
| 30D | +41.5% | -5.8% | +47.3% | +52.3% |
| 3M | -11.2% | -5.2% | -5.9% | -4.7% |
| 6M | -26.5% | +0.1% | -26.6% | -27.0% |
| YTD | -67.1% | +8.2% | -75.4% | -70.5% |
| 1Y | -74.0% | +10.1% | -84.1% | -77.2% |
| 3Y | -90.7% | +69.7% | -160.4% | -95.3% |
| 5Y | -94.0% | +53.4% | -147.3% | -96.7% |
| All | -93.5% | +118.4% | -211.9% | -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