+392.9%
VGT vs ALC
+17.1%
+375.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | -1.0% | -7.7% | +6.6% | +2.4% |
| 30D | -0.4% | -11.7% | +11.2% | +5.0% |
| 3M | +6.6% | +0.7% | +6.0% | +5.5% |
| 6M | +31.0% | -17.1% | +48.1% | +40.5% |
| YTD | +27.2% | -15.1% | +42.4% | +34.5% |
| 1Y | +34.5% | -14.1% | +48.6% | +40.6% |
| 3Y | +123.1% | -18.2% | +141.3% | +131.6% |
| 5Y | +135.1% | -19.2% | +154.3% | +141.2% |
| All | +392.9% | +17.1% | +375.8% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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