+40.2%
ALV vs VT
+53.2%
-13.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +3.7% |
| 7D | +6.1% | -4.2% | +10.2% | +11.6% |
| 30D | +9.7% | -5.8% | +15.5% | +17.9% |
| 3M | +1.5% | -5.2% | +6.7% | +8.3% |
| 6M | +7.2% | +0.1% | +7.0% | +6.6% |
| YTD | +6.9% | +8.2% | -1.4% | -3.6% |
| 1Y | +4.5% | +10.1% | -5.6% | -7.7% |
| 3Y | +38.5% | +69.7% | -31.1% | -30.4% |
| 5Y | +40.2% | +53.4% | -13.2% | -19.5% |
| All | +40.2% | +53.2% | -13.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling