+176.7%
ALX vs VT
+374.2%
-197.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | -3.8% | +1.0% | -4.7% | -4.6% |
| 3M | +4.2% | +2.4% | +1.8% | +1.6% |
| 6M | +15.0% | +12.0% | +3.0% | +3.1% |
| YTD | +27.1% | +15.3% | +11.8% | +10.6% |
| 1Y | +22.8% | +22.6% | +0.2% | +0.9% |
| 3Y | +73.5% | +74.7% | -1.2% | +1.9% |
| 5Y | +51.4% | +66.1% | -14.8% | -8.8% |
| 10Y | +18.4% | +225.0% | -206.6% | -65.6% |
| All | +176.7% | +374.2% | -197.5% | -55.0% |
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