-82.2%
ALOY vs VT
+214.8%
-297.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.1% | -7.9% | -9.2% |
| 7D | -18.3% | -4.2% | -14.1% | -15.5% |
| 30D | -27.8% | -5.8% | -22.0% | -24.5% |
| 3M | -39.6% | -5.2% | -34.3% | -36.7% |
| 6M | -37.9% | +0.1% | -38.0% | -36.7% |
| YTD | -27.6% | +8.2% | -35.8% | -28.9% |
| 1Y | -21.1% | +10.1% | -31.3% | -23.1% |
| 3Y | +227.4% | +69.7% | +157.7% | +163.2% |
| 5Y | -80.5% | +53.4% | -133.8% | -83.9% |
| All | -82.2% | +214.8% | -297.0% | -85.3% |
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 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