-62.0%
ALB vs VEU
+48.8%
-110.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.1% |
| 7D | +5.3% | +0.5% | +4.7% | +3.8% |
| 30D | -6.3% | -2.3% | -4.0% | -3.1% |
| 3M | -27.4% | -4.4% | -23.0% | -22.4% |
| 6M | -53.1% | -2.2% | -50.9% | -51.9% |
| YTD | -32.3% | +10.9% | -43.3% | -44.6% |
| 1Y | -7.3% | +13.4% | -20.7% | -26.9% |
| 3Y | -14.9% | +69.7% | -84.6% | -64.4% |
| 5Y | -62.0% | +50.0% | -112.0% | -78.5% |
| All | -62.0% | +48.8% | -110.9% | -78.5% |
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