+2,022.9%
ALM vs VT
+215.5%
+1,807.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -6.7% | -2.3% | -4.3% | -5.1% |
| 30D | -32.9% | -5.0% | -27.9% | -30.5% |
| 3M | -39.5% | -4.9% | -34.6% | -37.1% |
| 6M | -62.0% | -1.5% | -60.4% | -60.9% |
| YTD | -7.8% | +8.5% | -16.3% | -8.8% |
| 1Y | +26.7% | +11.4% | +15.3% | +24.1% |
| 3Y | +825.4% | +70.1% | +755.3% | +677.6% |
| 5Y | +401.2% | +53.7% | +347.5% | +332.5% |
| All | +2,022.9% | +215.5% | +1,807.3% | +1,455.0% |
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