+111.6%
ALRS vs VT
+69.7%
+41.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +1.9% | -2.3% | +4.2% | +3.9% |
| 30D | +5.5% | -5.0% | +10.5% | +10.0% |
| 3M | +1.3% | -4.9% | +6.2% | +5.5% |
| 6M | +27.0% | -1.5% | +28.6% | +27.6% |
| YTD | +53.6% | +8.5% | +45.1% | +40.2% |
| 1Y | +65.9% | +11.4% | +54.5% | +47.2% |
| 3Y | +111.6% | +70.1% | +41.5% | -2.6% |
| All | +111.6% | +69.7% | +41.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling