+124.4%
VGT vs ALC
-16.2%
+140.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | -5.3% | +6.8% | +2.7% |
| 30D | +0.5% | -7.1% | +7.6% | +2.1% |
| 3M | +5.3% | +0.8% | +4.5% | +4.7% |
| 6M | +32.4% | -16.0% | +48.4% | +38.2% |
| YTD | +28.6% | -12.7% | +41.3% | +32.4% |
| 1Y | +37.6% | -12.8% | +50.5% | +41.5% |
| All | +124.4% | -16.2% | +140.6% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling