+397.6%
VRT vs ALC
+1.2%
+396.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +18.6% | -6.2% | +24.8% | +19.2% |
| 30D | -11.7% | +14.0% | -25.7% | -13.6% |
| 3M | -27.3% | -2.4% | -24.9% | -27.0% |
| 6M | -42.9% | +12.6% | -55.5% | -44.8% |
| YTD | +29.5% | -8.4% | +37.9% | +32.4% |
| 1Y | +21.0% | -9.1% | +30.2% | +24.1% |
| All | +397.6% | +1.2% | +396.5% | +413.1% |
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