-82.7%
ALOY vs VT
+221.8%
-304.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.3% | -9.4% | -9.4% |
| 7D | -6.8% | +2.4% | -9.1% | -8.0% |
| 30D | -7.5% | -1.5% | -6.0% | -5.8% |
| 3M | -55.9% | -4.1% | -51.8% | -54.1% |
| 6M | -35.8% | +0.6% | -36.3% | -34.8% |
| YTD | -29.5% | +11.0% | -40.5% | -31.8% |
| 1Y | -24.4% | +13.3% | -37.8% | -27.5% |
| 3Y | +233.3% | +73.4% | +159.9% | +164.5% |
| 5Y | -65.5% | +57.4% | -123.0% | -72.0% |
| All | -82.7% | +221.8% | -304.5% | -85.8% |
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