+80.6%
VTV vs ALC
-17.4%
+98.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.8% |
| 30D | -0.5% | -7.1% | +6.6% | +1.4% |
| 3M | +5.3% | +0.8% | +4.5% | +4.8% |
| 6M | +12.9% | -16.0% | +28.9% | +17.7% |
| YTD | +18.5% | -12.7% | +31.2% | +22.0% |
| 1Y | +25.3% | -12.8% | +38.1% | +28.8% |
| 3Y | +68.2% | -15.8% | +84.0% | +72.1% |
| 5Y | +80.6% | -16.7% | +97.3% | +78.4% |
| All | +80.6% | -17.4% | +98.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling