-95.8%
ALLO vs VT
+155.6%
-251.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.8% |
| 7D | -2.8% | +0.4% | -3.1% | -3.0% |
| 30D | -27.4% | -2.6% | -24.8% | -24.3% |
| 3M | -47.3% | -3.2% | -44.0% | -44.4% |
| 6M | -53.5% | +0.9% | -54.5% | -53.8% |
| YTD | -22.6% | +11.3% | -33.9% | -32.5% |
| 1Y | -10.2% | +14.0% | -24.2% | -24.0% |
| 3Y | -57.9% | +75.8% | -133.8% | -79.3% |
| 5Y | -94.4% | +57.8% | -152.3% | -96.7% |
| All | -95.8% | +155.6% | -251.4% | -98.5% |
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