-51.4%
VG vs ALM
+427.6%
-479.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | -22.0% | -6.7% | -15.4% | -21.9% |
| 30D | -11.6% | -32.9% | +21.2% | -10.7% |
| 3M | -14.9% | -39.5% | +24.6% | -13.9% |
| 6M | -3.5% | -62.0% | +58.5% | -0.8% |
| YTD | +70.0% | -7.8% | +77.8% | +63.5% |
| 1Y | +50.0% | +26.7% | +23.3% | +41.5% |
| All | -51.4% | +427.6% | -479.0% | -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