-96.7%
ALLO vs VT
+155.7%
-252.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -6.9% |
| 7D | -23.9% | +2.9% | -26.7% | -26.9% |
| 30D | -35.7% | -2.5% | -33.1% | -32.9% |
| 3M | -59.9% | -3.3% | -56.6% | -57.6% |
| 6M | -63.9% | +1.5% | -65.4% | -64.4% |
| YTD | -39.4% | +11.4% | -50.8% | -47.1% |
| 1Y | -32.5% | +11.9% | -44.4% | -41.4% |
| 3Y | -66.8% | +73.9% | -140.7% | -83.4% |
| 5Y | -95.7% | +57.9% | -153.6% | -97.5% |
| All | -96.7% | +155.7% | -252.4% | -98.9% |
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