+59.9%
VT vs ALC
-10.6%
+70.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | -0.7% | -6.3% | +5.6% | +1.3% |
| 30D | -1.7% | +12.6% | -14.4% | -5.6% |
| 3M | -2.3% | -3.8% | +1.5% | -1.3% |
| 6M | +1.5% | +16.8% | -15.3% | -4.5% |
| YTD | +12.0% | -7.6% | +19.7% | +13.8% |
| 1Y | +12.9% | -5.9% | +18.7% | +13.7% |
| 3Y | +74.9% | +0.6% | +74.4% | +66.1% |
| 5Y | +59.9% | -9.5% | +69.4% | +56.2% |
| All | +59.9% | -10.6% | +70.5% | +56.2% |
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