+228.8%
VTV vs ALLE
+211.7%
+17.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +2.9% | +3.6% | -0.6% | +1.4% |
| 30D | +3.8% | +25.9% | -22.1% | -5.9% |
| 3M | +1.6% | +15.8% | -14.2% | -4.8% |
| 6M | +11.2% | +48.1% | -36.9% | -6.8% |
| YTD | +22.0% | +22.0% | 0.0% | +10.4% |
| 1Y | +24.9% | +18.0% | +6.9% | +14.6% |
| 3Y | +78.5% | +93.1% | -14.6% | +28.2% |
| 5Y | +77.8% | +52.1% | +25.7% | +39.5% |
| All | +228.8% | +211.7% | +17.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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