+354.6%
VTV vs ALM
+7,705.7%
-7,351.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | +1.1% | +32.0% | -30.9% | +1.0% |
| 3M | +5.9% | -15.0% | +20.9% | +5.9% |
| 6M | +11.6% | -10.1% | +21.8% | +11.6% |
| YTD | +19.8% | +99.4% | -79.6% | +19.6% |
| 1Y | +26.2% | +316.4% | -290.1% | +25.7% |
| 3Y | +68.5% | +2,022.0% | -1,953.5% | +67.1% |
| 5Y | +79.9% | +941.2% | -861.3% | +78.5% |
| 10Y | +229.7% | +2,950.3% | -2,720.7% | +226.3% |
| All | +354.6% | +7,705.7% | -7,351.2% | +346.2% |
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