+362.8%
VTV vs ALM
+3,551.9%
-3,189.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +3.8% | -19.3% | +23.1% | +3.8% |
| 3M | +1.6% | -40.6% | +42.2% | +1.7% |
| 6M | +11.2% | -57.9% | +69.1% | +11.4% |
| YTD | +22.0% | -6.7% | +28.7% | +21.9% |
| 1Y | +24.9% | +20.2% | +4.7% | +24.8% |
| 3Y | +78.5% | +879.4% | -801.0% | +77.4% |
| 5Y | +77.8% | +415.3% | -337.5% | +76.7% |
| 10Y | +231.1% | +2,100.8% | -1,869.7% | +228.1% |
| All | +362.8% | +3,551.9% | -3,189.0% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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