+187.7%
VTI vs ALC
+24.0%
+163.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | 0.0% | -0.1% | +0.1% | -0.1% |
| 3M | +2.0% | +5.9% | -3.9% | -0.7% |
| 6M | +13.0% | -15.9% | +28.9% | +19.9% |
| YTD | +13.9% | -10.1% | +24.0% | +17.3% |
| 1Y | +20.0% | -10.2% | +30.2% | +23.2% |
| 3Y | +75.8% | -13.6% | +89.4% | +78.7% |
| 5Y | +73.8% | -15.1% | +89.0% | +74.7% |
| All | +187.7% | +24.0% | +163.7% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling