+213.0%
VT vs ALM
+1,978.4%
-1,765.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -3.8% |
| 7D | -4.2% | -14.5% | +10.3% | -3.7% |
| 30D | -5.8% | -39.0% | +33.2% | -4.5% |
| 3M | -5.2% | -40.3% | +35.0% | -4.0% |
| 6M | +0.1% | -60.3% | +60.4% | +2.3% |
| YTD | +8.2% | -9.8% | +18.0% | +8.1% |
| 1Y | +10.1% | +30.8% | -20.6% | +9.0% |
| 3Y | +69.7% | +772.4% | -702.8% | +59.2% |
| 5Y | +53.4% | +390.7% | -337.4% | +44.5% |
| All | +213.0% | +1,978.4% | -1,765.5% | +189.0% |
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