+234.6%
ALRM vs VT
+224.5%
+10.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.7% | +0.4% | -2.2% | -2.2% |
| 30D | -0.3% | +1.0% | -1.3% | -1.3% |
| 3M | +25.5% | +2.4% | +23.2% | +21.7% |
| 6M | +12.7% | +12.0% | +0.7% | -0.9% |
| YTD | +10.7% | +15.3% | -4.6% | -5.7% |
| 1Y | -1.1% | +22.6% | -23.7% | -21.0% |
| 3Y | -5.0% | +74.7% | -79.7% | -47.7% |
| 5Y | -33.7% | +66.1% | -99.8% | -61.1% |
| 10Y | +101.7% | +225.0% | -123.3% | -39.3% |
| All | +234.6% | +224.5% | +10.1% | +0.9% |
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 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