-39.3%
VG vs ALM
+1,041.7%
-1,081.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +1.7% | -2.6% | +4.3% | +1.8% |
| 30D | +16.0% | +32.0% | -16.0% | +14.9% |
| 3M | +9.7% | -15.0% | +24.8% | +10.3% |
| 6M | +29.6% | -10.1% | +39.7% | +29.0% |
| YTD | +112.0% | +99.4% | +12.6% | +99.7% |
| 1Y | +12.8% | +316.4% | -303.5% | +2.4% |
| All | -39.3% | +1,041.7% | -1,081.0% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling