+934.3%
ALB vs VNQ
+392.1%
+542.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -1.2% | -2.5% | +1.4% | +0.5% |
| 3M | -13.3% | +1.4% | -14.7% | -14.6% |
| 6M | -19.8% | +4.6% | -24.3% | -22.7% |
| YTD | -7.9% | +10.5% | -18.5% | -14.8% |
| 1Y | +60.2% | +8.4% | +51.8% | +50.1% |
| 3Y | -26.4% | +32.4% | -58.9% | -38.4% |
| 5Y | -42.5% | +5.5% | -48.0% | -43.5% |
| 10Y | +83.0% | +59.1% | +23.9% | +38.0% |
| All | +934.3% | +392.1% | +542.2% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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