-42.5%
ALB vs VEU
+56.3%
-98.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.3% |
| 7D | -4.4% | +1.7% | -6.1% | -7.1% |
| 30D | -1.2% | +1.0% | -2.2% | -3.1% |
| 3M | -13.3% | +5.6% | -18.9% | -21.3% |
| 6M | -19.8% | +13.7% | -33.4% | -36.7% |
| YTD | -7.9% | +17.7% | -25.6% | -31.3% |
| 1Y | +60.2% | +25.8% | +34.4% | +7.0% |
| 3Y | -26.4% | +77.1% | -103.6% | -71.0% |
| 5Y | -42.5% | +57.1% | -99.7% | -70.3% |
| All | -42.5% | +56.3% | -98.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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