-78.2%
ALOY vs VT
+223.4%
-301.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +1.7% | +8.4% | +9.0% |
| 7D | -9.0% | -0.3% | -8.7% | -8.7% |
| 30D | -17.9% | -1.4% | -16.4% | -16.9% |
| 3M | -39.0% | -1.4% | -37.6% | -38.0% |
| 6M | -29.5% | +5.5% | -35.0% | -30.8% |
| YTD | -17.7% | +12.8% | -30.6% | -21.6% |
| 1Y | -11.1% | +15.4% | -26.5% | -16.1% |
| 3Y | +272.1% | +76.9% | +195.2% | +192.0% |
| 5Y | -74.0% | +60.4% | -134.4% | -79.1% |
| 10Y | -79.8% | +232.8% | -312.6% | -83.4% |
| All | -78.2% | +223.4% | -301.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling