-49.4%
VG vs ALM
+428.9%
-478.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.9% | +1.9% |
| 7D | -7.7% | -6.3% | -1.4% | -7.5% |
| 30D | -8.8% | -31.4% | +22.6% | -7.9% |
| 3M | -15.6% | -40.6% | +25.0% | -14.6% |
| 6M | +5.2% | -58.6% | +63.9% | +7.8% |
| YTD | +76.9% | -7.6% | +84.5% | +70.1% |
| 1Y | +42.5% | +13.8% | +28.7% | +35.1% |
| All | -49.4% | +428.9% | -478.3% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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