+405.7%
VTI vs ALLE
+260.9%
+144.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | 0.0% | -6.8% | +6.8% | +3.0% |
| 3M | +2.0% | +21.0% | -19.0% | -6.9% |
| 6M | +13.0% | +1.1% | +11.9% | +11.3% |
| YTD | +13.9% | -0.5% | +14.5% | +12.4% |
| 1Y | +20.0% | -7.3% | +27.3% | +21.9% |
| 3Y | +75.8% | +42.3% | +33.5% | +43.6% |
| 5Y | +73.8% | +13.5% | +60.4% | +54.5% |
| 10Y | +297.5% | +144.0% | +153.4% | +144.0% |
| All | +405.7% | +260.9% | +144.8% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling