+1,978.4%
ALM vs VT
+214.8%
+1,763.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -7.0% |
| 7D | -14.5% | -4.2% | -10.3% | -12.0% |
| 30D | -39.0% | -5.8% | -33.2% | -36.5% |
| 3M | -40.3% | -5.2% | -35.0% | -37.8% |
| 6M | -60.3% | +0.1% | -60.4% | -59.5% |
| YTD | -9.8% | +8.2% | -18.0% | -10.6% |
| 1Y | +30.8% | +10.1% | +20.6% | +28.7% |
| 3Y | +772.4% | +69.7% | +702.8% | +634.2% |
| 5Y | +390.7% | +53.4% | +337.4% | +324.1% |
| All | +1,978.4% | +214.8% | +1,763.6% | +1,424.6% |
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