-96.4%
ALLO vs VT
+157.3%
-253.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -4.9% |
| 7D | -24.4% | -0.7% | -23.7% | -23.5% |
| 30D | -35.7% | -1.7% | -34.0% | -33.8% |
| 3M | -57.5% | -2.3% | -55.2% | -55.8% |
| 6M | -60.5% | +1.5% | -62.0% | -61.1% |
| YTD | -34.3% | +12.0% | -46.4% | -43.2% |
| 1Y | -27.4% | +12.9% | -40.3% | -37.8% |
| 3Y | -64.0% | +74.9% | -138.9% | -82.1% |
| 5Y | -95.3% | +59.9% | -155.2% | -97.3% |
| All | -96.4% | +157.3% | -253.7% | -98.8% |
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