+95.6%
ALTY vs VT
+229.1%
-133.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +0.4% | +1.0% | -0.6% | -0.2% |
| 3M | +1.4% | +2.4% | -0.9% | -0.3% |
| 6M | +2.6% | +12.0% | -9.4% | -5.0% |
| YTD | +8.1% | +15.3% | -7.3% | -1.9% |
| 1Y | +12.9% | +22.6% | -9.7% | -1.7% |
| 3Y | +40.3% | +74.7% | -34.3% | -4.5% |
| 5Y | +29.6% | +66.1% | -36.6% | -9.6% |
| 10Y | +70.9% | +225.0% | -154.1% | -21.9% |
| All | +95.6% | +229.1% | -133.5% | -21.3% |
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