-100.0%
ALLR vs VT
+65.1%
-165.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +1.5% |
| 7D | -13.4% | -0.7% | -12.7% | -12.5% |
| 30D | +8.8% | -1.7% | +10.5% | +11.0% |
| 3M | -34.6% | -2.3% | -32.3% | -32.9% |
| 6M | -44.3% | +1.5% | -45.8% | -45.0% |
| YTD | -13.4% | +12.0% | -25.4% | -24.1% |
| 1Y | -23.3% | +12.9% | -36.2% | -33.2% |
| 3Y | -99.7% | +74.9% | -174.6% | -99.8% |
| All | -100.0% | +65.1% | -165.1% | -100.0% |
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