+390.7%
ALM vs VT
+53.2%
+337.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -5.5% |
| 7D | -14.5% | -4.2% | -10.3% | -10.5% |
| 30D | -39.0% | -5.8% | -33.2% | -34.9% |
| 3M | -40.3% | -5.2% | -35.0% | -36.3% |
| 6M | -60.3% | +0.1% | -60.4% | -59.0% |
| YTD | -9.8% | +8.2% | -18.0% | -11.0% |
| 1Y | +30.8% | +10.1% | +20.6% | +27.8% |
| 3Y | +772.4% | +69.7% | +702.8% | +604.1% |
| 5Y | +390.7% | +53.4% | +337.4% | +295.3% |
| All | +390.7% | +53.2% | +337.5% | +295.3% |
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