-55.0%
ALM vs VT
+5.0%
-60.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | -5.1% |
| 7D | -6.4% | -0.3% | -6.1% | -5.2% |
| 30D | -35.0% | -1.4% | -33.5% | -30.8% |
| 3M | -33.8% | -1.4% | -32.4% | -29.3% |
| 6M | -55.0% | +5.5% | -60.5% | -58.1% |
| All | -55.0% | +5.0% | -60.0% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling