+905.2%
VRT vs ALC
-16.0%
+921.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +5.4% |
| 7D | +9.1% | -2.1% | +11.2% | +10.2% |
| 30D | +0.9% | -0.1% | +1.0% | +0.6% |
| 3M | -13.4% | +5.9% | -19.3% | -17.0% |
| 6M | +11.7% | -15.9% | +27.6% | +20.8% |
| YTD | +73.2% | -10.1% | +83.3% | +79.1% |
| 1Y | +123.4% | -10.2% | +133.6% | +129.7% |
| 3Y | +606.2% | -13.6% | +619.7% | +609.5% |
| All | +905.2% | -16.0% | +921.2% | +869.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling