+118.4%
ALRM vs VT
+215.5%
-97.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +0.3% | -2.3% | +2.6% | +2.5% |
| 30D | +18.9% | -5.0% | +23.9% | +24.9% |
| 3M | +15.5% | -4.9% | +20.4% | +21.1% |
| 6M | +43.1% | -1.5% | +44.7% | +43.7% |
| YTD | +27.5% | +8.5% | +19.0% | +15.3% |
| 1Y | +38.0% | +11.4% | +26.6% | +21.4% |
| 3Y | +24.7% | +70.1% | -45.4% | -29.2% |
| 5Y | -27.4% | +53.7% | -81.1% | -54.0% |
| All | +118.4% | +215.5% | -97.2% | -3.9% |
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