+23.6%
VRT vs ALC
-6.0%
+29.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -2.5% |
| 7D | +10.5% | -1.1% | +11.6% | +10.3% |
| 30D | -9.3% | +16.0% | -25.4% | -5.6% |
| 3M | -29.6% | +0.8% | -30.4% | -27.9% |
| 6M | -45.4% | +16.8% | -62.2% | -43.9% |
| YTD | +24.8% | -5.5% | +30.3% | +34.8% |
| 1Y | +23.6% | -5.3% | +28.9% | +33.5% |
| All | +23.6% | -6.0% | +29.6% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling