-100.0%
ALLR vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -6.4% |
| 7D | +13.7% | -0.3% | +14.0% | +14.0% |
| 30D | +8.0% | -1.4% | +9.4% | +9.7% |
| 3M | -17.6% | -1.4% | -16.2% | -16.5% |
| 6M | -13.6% | +5.5% | -19.1% | -18.3% |
| YTD | 0.0% | +12.8% | -12.8% | -13.2% |
| 1Y | -12.2% | +15.4% | -27.6% | -25.4% |
| 3Y | -99.7% | +76.9% | -176.5% | -99.8% |
| All | -100.0% | +66.2% | -166.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling