-81.2%
ALOY vs VT
+217.6%
-298.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.0% |
| 7D | +2.6% | -0.1% | +2.8% | +3.3% |
| 30D | -15.2% | -3.1% | -12.1% | -12.8% |
| 3M | -52.2% | -3.5% | -48.7% | -50.5% |
| 6M | -37.2% | +0.5% | -37.7% | -36.2% |
| YTD | -23.3% | +10.8% | -34.1% | -25.8% |
| 1Y | -12.8% | +11.9% | -24.7% | -15.8% |
| 3Y | +254.9% | +73.0% | +181.9% | +181.8% |
| 5Y | -58.6% | +58.6% | -117.2% | -66.5% |
| 10Y | -81.2% | +219.2% | -300.4% | -84.6% |
| All | -81.2% | +217.6% | -298.8% | -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