+316.0%
VTV vs ALLE
+260.9%
+55.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +1.1% | -6.8% | +7.9% | +4.0% |
| 3M | +5.9% | +21.0% | -15.2% | -2.8% |
| 6M | +11.6% | +1.1% | +10.5% | +10.1% |
| YTD | +19.8% | -0.5% | +20.4% | +18.5% |
| 1Y | +26.2% | -7.3% | +33.5% | +28.3% |
| 3Y | +68.5% | +42.3% | +26.2% | +39.4% |
| 5Y | +79.9% | +13.5% | +66.4% | +61.1% |
| 10Y | +229.7% | +144.0% | +85.6% | +107.7% |
| All | +316.0% | +260.9% | +55.2% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling