+407.4%
ALM vs VT
+57.5%
+349.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.8% | -6.8% |
| 7D | -6.3% | -0.1% | -6.2% | -5.8% |
| 30D | -31.4% | -3.1% | -28.4% | -28.8% |
| 3M | -40.6% | -3.5% | -37.1% | -37.8% |
| 6M | -58.6% | +0.5% | -59.1% | -57.6% |
| YTD | -7.6% | +10.8% | -18.4% | -10.8% |
| 1Y | +13.8% | +11.9% | +2.0% | +9.3% |
| 3Y | +842.1% | +73.0% | +769.2% | +645.6% |
| 5Y | +407.4% | +58.6% | +348.8% | +297.1% |
| All | +407.4% | +57.5% | +349.9% | +297.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling