-67.1%
ALLO vs VT
+69.7%
-136.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -5.0% |
| 7D | -11.9% | -2.3% | -9.5% | -7.6% |
| 30D | -27.3% | -5.0% | -22.3% | -19.6% |
| 3M | -47.2% | -4.9% | -42.3% | -41.6% |
| 6M | -55.0% | -1.5% | -53.4% | -53.4% |
| YTD | -24.1% | +8.5% | -32.6% | -34.3% |
| 1Y | -1.0% | +11.4% | -12.3% | -18.2% |
| 3Y | -67.1% | +70.1% | -137.2% | -91.1% |
| All | -67.1% | +69.7% | -136.8% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling