+219.8%
VT vs ALM
+2,221.4%
-2,001.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.4% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | -2.6% | -26.1% | +23.5% | -1.8% |
| 3M | -3.2% | -38.1% | +34.9% | -2.1% |
| 6M | +0.9% | -55.4% | +56.4% | +2.8% |
| YTD | +11.3% | -0.4% | +11.7% | +10.9% |
| 1Y | +14.0% | +25.4% | -11.4% | +12.8% |
| 3Y | +75.8% | +907.8% | -831.9% | +64.4% |
| 5Y | +57.8% | +440.2% | -382.3% | +48.2% |
| 10Y | +219.8% | +2,031.1% | -1,811.3% | +194.8% |
| All | +219.8% | +2,221.4% | -2,001.6% | +194.8% |
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