+464.3%
ALV vs VT
+374.2%
+90.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | +0.4% | +2.1% | +2.1% |
| 30D | +2.4% | +1.0% | +1.4% | +1.3% |
| 3M | -3.3% | +2.4% | -5.6% | -6.1% |
| 6M | +13.3% | +12.0% | +1.3% | -1.0% |
| YTD | +7.9% | +15.3% | -7.5% | -9.1% |
| 1Y | +2.8% | +22.6% | -19.8% | -19.5% |
| 3Y | +37.7% | +74.7% | -37.0% | -29.7% |
| 5Y | +64.7% | +66.1% | -1.5% | -8.9% |
| 10Y | +109.1% | +225.0% | -115.9% | -45.3% |
| All | +464.3% | +374.2% | +90.1% | -9.7% |
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