+64.6%
VTI vs ALM
+410.2%
-345.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.7% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | -1.5% | -19.3% | +17.8% | -0.8% |
| 3M | -3.2% | -40.6% | +37.5% | -1.5% |
| 6M | +2.3% | -57.9% | +60.2% | +5.1% |
| YTD | +11.6% | -6.7% | +18.3% | +11.2% |
| 1Y | +13.8% | +20.2% | -6.4% | +12.3% |
| 3Y | +77.4% | +879.4% | -802.0% | +61.9% |
| All | +64.6% | +410.2% | -345.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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