+53.4%
VT vs ALC
-8.7%
+62.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -4.2% | +7.6% | -11.8% | -6.4% |
| 30D | -5.8% | +21.1% | -26.9% | -11.6% |
| 3M | -5.2% | +8.5% | -13.7% | -8.0% |
| 6M | +0.1% | +2.8% | -2.7% | -1.7% |
| YTD | +8.2% | -2.4% | +10.6% | +8.1% |
| 1Y | +10.1% | +3.5% | +6.6% | +7.4% |
| 3Y | +69.7% | +4.2% | +65.5% | +60.0% |
| 5Y | +53.4% | -9.0% | +62.4% | +49.0% |
| All | +53.4% | -8.7% | +62.1% | +49.0% |
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