+568.0%
ALNT vs VT
+217.6%
+350.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.9% |
| 7D | -3.9% | -0.1% | -3.7% | -3.8% |
| 30D | -23.0% | -3.1% | -19.9% | -19.1% |
| 3M | -25.1% | -3.5% | -21.6% | -20.6% |
| 6M | +27.0% | +0.5% | +26.6% | +28.5% |
| YTD | +57.7% | +10.8% | +46.9% | +39.9% |
| 1Y | +61.2% | +11.9% | +49.3% | +41.6% |
| 3Y | +230.3% | +73.0% | +157.3% | +60.9% |
| 5Y | +102.4% | +58.6% | +43.8% | +12.6% |
| 10Y | +568.0% | +219.2% | +348.8% | +35.8% |
| All | +568.0% | +217.6% | +350.3% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling