+149.0%
VTV vs ALC
+24.0%
+125.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.2% |
| 30D | +1.1% | -0.1% | +1.2% | +1.0% |
| 3M | +5.9% | +5.9% | 0.0% | +3.5% |
| 6M | +11.6% | -15.9% | +27.6% | +17.6% |
| YTD | +19.8% | -10.1% | +29.9% | +23.0% |
| 1Y | +26.2% | -10.2% | +36.5% | +29.3% |
| 3Y | +68.5% | -13.6% | +82.0% | +71.1% |
| 5Y | +79.9% | -15.1% | +95.0% | +80.5% |
| All | +149.0% | +24.0% | +125.0% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling