+361.8%
VRT vs ALC
+2.3%
+359.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.6% |
| 7D | -21.4% | +4.9% | -26.2% | -21.8% |
| 30D | -25.8% | +19.0% | -44.8% | -27.7% |
| 3M | -33.5% | +7.8% | -41.3% | -34.2% |
| 6M | -49.0% | +14.6% | -63.6% | -50.5% |
| YTD | +12.9% | -4.4% | +17.4% | +15.1% |
| 1Y | 0.0% | +1.4% | -1.4% | -0.2% |
| 3Y | +361.8% | +2.5% | +359.3% | +377.4% |
| All | +361.8% | +2.3% | +359.5% | +377.4% |
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