-51.4%
VG vs ALM
+416.6%
-468.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.7% |
| 7D | -22.0% | -14.5% | -7.5% | -21.6% |
| 30D | -14.7% | -39.0% | +24.3% | -13.5% |
| 3M | -7.1% | -40.3% | +33.2% | -6.0% |
| 6M | -11.2% | -60.3% | +49.1% | -8.9% |
| YTD | +69.8% | -9.8% | +79.6% | +63.5% |
| 1Y | +49.9% | +30.8% | +19.1% | +41.2% |
| All | -51.4% | +416.6% | -468.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling