+13.0%
ALX vs VT
+221.8%
-208.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -1.2% | +2.4% | -3.6% | -2.6% |
| 30D | +6.0% | -1.5% | +7.5% | +6.9% |
| 3M | -9.0% | -4.1% | -4.9% | -6.8% |
| 6M | +12.0% | +0.6% | +11.5% | +11.1% |
| YTD | +21.1% | +11.0% | +10.1% | +12.5% |
| 1Y | +21.0% | +13.3% | +7.6% | +10.8% |
| 3Y | +62.9% | +73.4% | -10.5% | +13.2% |
| 5Y | +35.3% | +57.4% | -22.1% | -0.7% |
| All | +13.0% | +221.8% | -208.7% | -49.1% |
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