+295.8%
VT vs ALM
+3,805.1%
-3,509.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.7% |
| 7D | -0.3% | -6.4% | +6.1% | -0.3% |
| 30D | -1.4% | -35.0% | +33.5% | -1.3% |
| 3M | -1.4% | -33.8% | +32.4% | -1.3% |
| 6M | +5.5% | -55.0% | +60.5% | +5.6% |
| YTD | +12.8% | -0.2% | +13.1% | +12.8% |
| 1Y | +15.4% | +41.8% | -26.3% | +15.3% |
| 3Y | +76.9% | +864.6% | -787.7% | +75.9% |
| 5Y | +60.4% | +443.3% | -382.9% | +59.6% |
| 10Y | +232.8% | +2,253.4% | -2,020.6% | +230.2% |
| All | +295.8% | +3,805.1% | -3,509.3% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling