+459.0%
ALV vs VT
+345.0%
+114.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +3.6% |
| 7D | +6.1% | -4.2% | +10.2% | +11.5% |
| 30D | +9.7% | -5.8% | +15.5% | +17.6% |
| 3M | +1.5% | -5.2% | +6.7% | +8.1% |
| 6M | +7.2% | +0.1% | +7.0% | +6.7% |
| YTD | +6.9% | +8.2% | -1.4% | -3.0% |
| 1Y | +4.5% | +10.1% | -5.6% | -7.1% |
| 3Y | +38.5% | +69.7% | -31.1% | -26.7% |
| 5Y | +40.2% | +53.4% | -13.2% | -14.8% |
| 10Y | +129.4% | +219.2% | -89.8% | -38.7% |
| All | +459.0% | +345.0% | +114.1% | -3.6% |
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 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