+1,915.9%
VRT vs ALC
+32.2%
+1,883.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.4% | +9.5% |
| 7D | -10.6% | +2.1% | -12.7% | -11.9% |
| 30D | -17.4% | +17.2% | -34.6% | -24.2% |
| 3M | -26.4% | +4.6% | -31.0% | -28.9% |
| 6M | -41.0% | +20.1% | -61.1% | -47.8% |
| YTD | +23.8% | -4.2% | +28.0% | +22.4% |
| 1Y | +11.6% | +2.1% | +9.5% | +6.1% |
| 3Y | +403.5% | +4.5% | +399.0% | +349.6% |
| 5Y | +647.0% | -12.3% | +659.4% | +630.1% |
| All | +1,915.9% | +32.2% | +1,883.7% | +1,332.8% |
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