+67.2%
VTI vs ALC
-10.6%
+77.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +2.0% |
| 7D | -0.7% | -6.3% | +5.6% | +1.4% |
| 30D | -1.9% | +12.6% | -14.5% | -5.9% |
| 3M | -1.4% | -3.8% | +2.4% | -0.4% |
| 6M | +3.5% | +16.8% | -13.4% | -2.7% |
| YTD | +12.6% | -7.6% | +20.2% | +14.3% |
| 1Y | +12.7% | -5.9% | +18.6% | +13.5% |
| 3Y | +78.8% | +0.6% | +78.2% | +69.2% |
| 5Y | +67.2% | -9.5% | +76.6% | +64.5% |
| All | +67.2% | -10.6% | +77.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling