+2,031.1%
ALM vs VT
+223.7%
+1,807.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.6% | +5.5% | +6.4% |
| 7D | +0.7% | +0.4% | +0.4% | +0.8% |
| 30D | -26.1% | -2.6% | -23.5% | -24.5% |
| 3M | -38.1% | -3.2% | -34.9% | -36.4% |
| 6M | -55.4% | +0.9% | -56.4% | -54.8% |
| YTD | -0.4% | +11.3% | -11.7% | -3.0% |
| 1Y | +25.4% | +14.0% | +11.4% | +21.0% |
| 3Y | +907.8% | +75.8% | +831.9% | +731.9% |
| 5Y | +440.2% | +57.8% | +382.3% | +359.0% |
| 10Y | +2,031.1% | +219.8% | +1,811.3% | +1,520.1% |
| All | +2,031.1% | +223.7% | +1,807.5% | +1,520.1% |
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