+75.8%
VT vs ALM
+2,063.1%
-1,987.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.4% | -2.6% | +3.1% | +0.6% |
| 30D | +1.0% | +32.0% | -31.0% | -0.3% |
| 3M | +2.4% | -15.0% | +17.4% | +2.5% |
| 6M | +12.0% | -10.1% | +22.1% | +11.5% |
| YTD | +15.3% | +99.4% | -84.1% | +12.2% |
| 1Y | +22.6% | +316.4% | -293.8% | +16.5% |
| All | +75.8% | +2,063.1% | -1,987.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling