+316.4%
ALM vs VT
+23.3%
+293.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.6% | +0.4% | -3.1% | -4.0% |
| 30D | +32.0% | +1.0% | +31.0% | +28.3% |
| 3M | -15.0% | +2.4% | -17.4% | -18.4% |
| 6M | -10.1% | +12.0% | -22.1% | -30.7% |
| YTD | +99.4% | +15.3% | +84.1% | +43.0% |
| 1Y | +316.4% | +22.6% | +293.8% | +145.2% |
| All | +316.4% | +23.3% | +293.0% | +145.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling