+163.6%
ALX vs VT
+363.9%
-200.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +2.6% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | +1.9% | -1.4% | +3.4% | +3.2% |
| 3M | -7.2% | -1.4% | -5.8% | -6.2% |
| 6M | +6.2% | +5.5% | +0.7% | +0.6% |
| YTD | +21.1% | +12.8% | +8.3% | +7.3% |
| 1Y | +17.4% | +15.4% | +1.9% | +1.7% |
| 3Y | +59.6% | +76.9% | -17.2% | -7.6% |
| 5Y | +34.5% | +60.4% | -25.9% | -16.3% |
| 10Y | +27.1% | +232.8% | -205.7% | -64.2% |
| All | +163.6% | +363.9% | -200.3% | -56.3% |
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