+223.0%
VT vs ALM
+2,950.3%
-2,727.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.4% | -2.6% | +3.1% | +0.5% |
| 30D | +1.0% | +32.0% | -31.0% | +0.1% |
| 3M | +2.4% | -15.0% | +17.4% | +2.5% |
| 6M | +12.0% | -10.1% | +22.1% | +11.7% |
| YTD | +15.3% | +99.4% | -84.1% | +12.8% |
| 1Y | +22.6% | +316.4% | -293.8% | +17.5% |
| 3Y | +74.7% | +2,022.0% | -1,947.3% | +59.8% |
| 5Y | +66.1% | +941.2% | -875.0% | +53.3% |
| All | +223.0% | +2,950.3% | -2,727.3% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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