+393.4%
VTI vs ALLE
+336.8%
+56.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -3.2% | +25.9% | -29.2% | -12.6% |
| 3M | -2.9% | +14.9% | -17.8% | -9.0% |
| 6M | +2.4% | +42.1% | -39.7% | -13.2% |
| YTD | +11.2% | +20.4% | -9.2% | +0.6% |
| 1Y | +11.6% | +14.9% | -3.3% | +3.1% |
| 3Y | +76.6% | +90.1% | -13.5% | +26.4% |
| 5Y | +65.3% | +53.0% | +12.3% | +28.3% |
| 10Y | +289.1% | +208.8% | +80.2% | +115.4% |
| All | +393.4% | +336.8% | +56.6% | +140.6% |
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