+2,950.3%
ALM vs VT
+224.5%
+2,725.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.6% | +0.4% | -3.1% | -2.9% |
| 30D | +32.0% | +1.0% | +31.0% | +31.3% |
| 3M | -15.0% | +2.4% | -17.4% | -15.4% |
| 6M | -10.1% | +12.0% | -22.1% | -13.9% |
| YTD | +99.4% | +15.3% | +84.1% | +88.8% |
| 1Y | +316.4% | +22.6% | +293.8% | +285.1% |
| 3Y | +2,022.0% | +74.7% | +1,947.3% | +1,626.0% |
| 5Y | +941.2% | +66.1% | +875.0% | +755.4% |
| All | +2,950.3% | +224.5% | +2,725.9% | +1,993.1% |
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