+1,738.8%
VRT vs ALC
+31.8%
+1,707.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.4% |
| 7D | -21.4% | +4.9% | -26.2% | -23.6% |
| 30D | -25.8% | +19.0% | -44.8% | -32.4% |
| 3M | -33.5% | +7.8% | -41.3% | -36.8% |
| 6M | -49.0% | +14.6% | -63.6% | -53.7% |
| YTD | +12.9% | -4.4% | +17.4% | +11.8% |
| 1Y | 0.0% | +1.4% | -1.4% | -4.6% |
| 3Y | +361.8% | +2.5% | +359.3% | +317.2% |
| 5Y | +565.1% | -10.9% | +576.0% | +544.5% |
| All | +1,738.8% | +31.8% | +1,707.0% | +1,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling