+3,805.1%
ALM vs VT
+295.5%
+3,509.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | 0.0% |
| 7D | -6.4% | -0.3% | -6.1% | -6.1% |
| 30D | -35.0% | -1.4% | -33.5% | -34.2% |
| 3M | -33.8% | -1.4% | -32.4% | -32.8% |
| 6M | -55.0% | +5.5% | -60.5% | -55.6% |
| YTD | -0.2% | +12.8% | -13.1% | -4.4% |
| 1Y | +41.8% | +15.4% | +26.3% | +34.5% |
| 3Y | +864.6% | +76.9% | +787.7% | +652.7% |
| 5Y | +443.3% | +60.4% | +382.9% | +340.3% |
| 10Y | +2,253.4% | +232.8% | +2,020.6% | +1,086.4% |
| All | +3,805.1% | +295.5% | +3,509.6% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling