+213.7%
VT vs ALLE
+222.4%
-8.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -2.3% | -0.6% | -1.8% | -2.1% |
| 30D | -5.0% | +25.3% | -30.3% | -13.5% |
| 3M | -4.9% | +10.3% | -15.2% | -9.0% |
| 6M | -1.5% | +38.0% | -39.6% | -14.6% |
| YTD | +8.5% | +17.8% | -9.3% | -0.2% |
| 1Y | +11.4% | +13.6% | -2.2% | +3.9% |
| 3Y | +70.1% | +89.2% | -19.1% | +24.2% |
| 5Y | +53.7% | +51.1% | +2.7% | +21.5% |
| All | +213.7% | +222.4% | -8.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling