+79.6%
ALLT vs VT
+217.6%
-138.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | +6.2% | -0.1% | +6.3% | +6.5% |
| 30D | +4.6% | -3.1% | +7.7% | +8.7% |
| 3M | +16.3% | -3.5% | +19.8% | +21.3% |
| 6M | +12.4% | +0.5% | +12.0% | +12.0% |
| YTD | -10.7% | +10.8% | -21.5% | -20.4% |
| 1Y | -2.7% | +11.9% | -14.6% | -14.1% |
| 3Y | +477.6% | +73.0% | +404.7% | +229.7% |
| 5Y | -31.5% | +58.6% | -90.1% | -57.0% |
| 10Y | +79.6% | +219.2% | -139.6% | -45.0% |
| All | +79.6% | +217.6% | -138.1% | -45.0% |
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