+825.4%
ALM vs VT
+69.7%
+755.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.7% |
| 7D | -6.7% | -2.3% | -4.3% | -2.6% |
| 30D | -32.9% | -5.0% | -27.9% | -26.3% |
| 3M | -39.5% | -4.9% | -34.6% | -33.2% |
| 6M | -62.0% | -1.5% | -60.4% | -59.2% |
| YTD | -7.8% | +8.5% | -16.3% | -10.8% |
| 1Y | +26.7% | +11.4% | +15.3% | +19.8% |
| 3Y | +825.4% | +70.1% | +755.3% | +702.1% |
| All | +825.4% | +69.7% | +755.6% | +702.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling