+74.0%
VTI vs ALLE
+17.0%
+57.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | +2.8% | -2.1% | -0.4% |
| 30D | -1.1% | -7.6% | +6.5% | +1.8% |
| 3M | +3.9% | +22.8% | -18.9% | -4.6% |
| 6M | +14.6% | +4.6% | +10.0% | +11.8% |
| YTD | +13.3% | -1.2% | +14.5% | +12.4% |
| 1Y | +19.2% | -9.1% | +28.3% | +22.3% |
| 3Y | +77.4% | +50.0% | +27.4% | +42.0% |
| 5Y | +74.0% | +15.2% | +58.8% | +52.0% |
| All | +74.0% | +17.0% | +57.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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