+153.5%
VTV vs ALC
+30.4%
+123.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.8% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +3.8% | +16.0% | -12.3% | -1.4% |
| 3M | +1.6% | +0.8% | +0.7% | +1.0% |
| 6M | +11.2% | +16.8% | -5.6% | +4.8% |
| YTD | +22.0% | -5.5% | +27.5% | +22.8% |
| 1Y | +24.9% | -5.3% | +30.1% | +25.5% |
| 3Y | +78.5% | +4.1% | +74.4% | +68.5% |
| 5Y | +77.8% | -7.1% | +84.8% | +72.2% |
| All | +153.5% | +30.4% | +123.1% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling