+2,100.8%
ALM vs VT
+221.8%
+1,879.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.3% | +8.0% | +7.9% |
| 7D | +1.2% | +2.4% | -1.1% | -0.1% |
| 30D | -19.3% | -1.5% | -17.8% | -18.2% |
| 3M | -40.6% | -4.1% | -36.5% | -38.6% |
| 6M | -57.9% | +0.6% | -58.5% | -57.2% |
| YTD | -6.7% | +11.0% | -17.7% | -8.9% |
| 1Y | +20.2% | +13.3% | +6.8% | +16.4% |
| 3Y | +879.4% | +73.4% | +806.1% | +713.7% |
| 5Y | +415.3% | +57.4% | +357.8% | +338.9% |
| All | +2,100.8% | +221.8% | +1,879.0% | +1,703.7% |
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