+135.5%
VGT vs ALC
-16.6%
+152.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | +1.8% | -3.7% | +5.5% | +3.3% |
| 30D | -0.3% | -3.7% | +3.4% | +1.0% |
| 3M | +3.4% | +4.6% | -1.2% | +0.8% |
| 6M | +35.0% | -14.6% | +49.6% | +42.6% |
| YTD | +28.8% | -11.9% | +40.6% | +33.6% |
| 1Y | +38.0% | -13.1% | +51.1% | +43.6% |
| 3Y | +125.8% | -15.0% | +140.8% | +130.1% |
| All | +135.5% | -16.6% | +152.1% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling