+66.6%
VT vs ALC
-16.0%
+82.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +2.4% | +5.9% | -3.5% | 0.0% |
| 6M | +12.0% | -15.9% | +27.9% | +18.1% |
| YTD | +15.3% | -10.1% | +25.4% | +18.5% |
| 1Y | +22.6% | -10.2% | +32.8% | +25.6% |
| 3Y | +74.7% | -13.6% | +88.2% | +77.6% |
| All | +66.6% | -16.0% | +82.6% | +65.1% |
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 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