-81.4%
ALOY vs VT
+215.5%
-297.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | -8.3% | -2.3% | -6.0% | -6.4% |
| 30D | -22.8% | -5.0% | -17.8% | -19.6% |
| 3M | -42.7% | -4.9% | -37.8% | -40.2% |
| 6M | -41.3% | -1.5% | -39.8% | -39.7% |
| YTD | -24.3% | +8.5% | -32.8% | -25.8% |
| 1Y | -9.9% | +11.4% | -21.3% | -12.7% |
| 3Y | +240.3% | +70.1% | +170.2% | +173.2% |
| 5Y | -79.6% | +53.7% | -133.3% | -83.2% |
| All | -81.4% | +215.5% | -297.0% | -84.6% |
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