+366.3%
ALSN vs VT
+215.5%
+150.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +8.2% | -2.3% | +10.5% | +10.5% |
| 30D | +5.5% | -5.0% | +10.5% | +10.6% |
| 3M | +0.8% | -4.9% | +5.7% | +5.6% |
| 6M | -8.0% | -1.5% | -6.5% | -6.6% |
| YTD | +20.3% | +8.5% | +11.8% | +11.8% |
| 1Y | +45.0% | +11.4% | +33.6% | +31.6% |
| 3Y | +132.1% | +70.1% | +62.1% | +46.1% |
| 5Y | +256.3% | +53.7% | +202.6% | +142.8% |
| All | +366.3% | +215.5% | +150.8% | +74.5% |
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