+144.5%
VTV vs ALC
+17.1%
+127.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.2% |
| 7D | -2.1% | -7.7% | +5.6% | +0.6% |
| 30D | -1.3% | -11.7% | +10.4% | +2.8% |
| 3M | +5.6% | +0.7% | +5.0% | +5.0% |
| 6M | +12.4% | -17.1% | +29.5% | +18.8% |
| YTD | +17.6% | -15.1% | +32.8% | +23.1% |
| 1Y | +23.5% | -14.1% | +37.6% | +28.3% |
| 3Y | +67.0% | -18.2% | +85.2% | +72.7% |
| 5Y | +80.5% | -19.2% | +99.7% | +83.9% |
| All | +144.5% | +17.1% | +127.4% | +96.3% |
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