+34.5%
VGT vs ALM
+279.2%
-244.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | 0.0% |
| 7D | -1.0% | -7.1% | +6.1% | -0.4% |
| 30D | -0.4% | +24.7% | -25.1% | -3.1% |
| 3M | +6.6% | +8.3% | -1.7% | +4.7% |
| 6M | +31.0% | -22.2% | +53.2% | +30.6% |
| YTD | +27.2% | +88.1% | -60.8% | +20.7% |
| 1Y | +34.5% | +272.4% | -237.9% | +22.7% |
| All | +34.5% | +279.2% | -244.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling