-100.0%
ALZN vs VT
+67.1%
-167.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.4% |
| 7D | -14.4% | -0.7% | -13.7% | -14.0% |
| 30D | 0.0% | -1.7% | +1.7% | +2.0% |
| 3M | -10.9% | -2.3% | -8.6% | -8.5% |
| 6M | +24.8% | +1.5% | +23.2% | +21.3% |
| YTD | -28.0% | +12.0% | -40.1% | -37.6% |
| 1Y | -44.5% | +12.9% | -57.4% | -52.3% |
| 3Y | -99.0% | +74.9% | -174.0% | -99.5% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +67.1% | -167.1% | -100.0% |
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 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