-96.3%
ALLO vs VT
+154.4%
-250.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -11.6% |
| 7D | -17.0% | -0.1% | -16.8% | -16.5% |
| 30D | -36.3% | -3.1% | -33.2% | -33.0% |
| 3M | -55.7% | -3.5% | -52.2% | -53.1% |
| 6M | -59.2% | +0.5% | -59.7% | -59.1% |
| YTD | -32.1% | +10.8% | -42.9% | -40.3% |
| 1Y | -21.2% | +11.9% | -33.1% | -31.5% |
| 3Y | -62.8% | +73.0% | -135.8% | -81.2% |
| 5Y | -95.1% | +58.6% | -153.7% | -97.1% |
| All | -96.3% | +154.4% | -250.7% | -98.7% |
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