+113.8%
ALRM vs VT
+223.7%
-109.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.0% |
| 7D | -1.0% | +0.4% | -1.3% | -1.5% |
| 30D | +17.5% | -2.6% | +20.1% | +20.3% |
| 3M | +13.7% | -3.2% | +16.9% | +17.0% |
| 6M | +37.4% | +0.9% | +36.4% | +34.5% |
| YTD | +28.2% | +11.3% | +16.9% | +12.9% |
| 1Y | +31.1% | +14.0% | +17.1% | +12.7% |
| 3Y | +27.0% | +75.8% | -48.8% | -30.3% |
| 5Y | -25.6% | +57.8% | -83.4% | -54.2% |
| 10Y | +113.8% | +219.8% | -106.0% | -11.1% |
| All | +113.8% | +223.7% | -109.9% | -11.1% |
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