+80.3%
VTV vs ALLE
+17.0%
+63.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | +0.1% | -7.6% | +7.8% | +2.7% |
| 3M | +6.2% | +22.8% | -16.6% | -1.3% |
| 6M | +13.5% | +4.6% | +8.9% | +11.1% |
| YTD | +18.9% | -1.2% | +20.1% | +18.2% |
| 1Y | +25.8% | -9.1% | +34.9% | +28.7% |
| 3Y | +68.7% | +50.0% | +18.8% | +41.5% |
| 5Y | +80.3% | +15.2% | +65.1% | +64.0% |
| All | +80.3% | +17.0% | +63.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling