-44.0%
ALB vs VSH
+67.2%
-111.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.9% | -6.5% |
| 7D | -8.1% | +4.1% | -12.1% | -9.9% |
| 30D | +6.3% | -4.2% | +10.4% | +7.4% |
| 3M | -23.6% | -50.0% | +26.4% | +2.2% |
| 6M | -24.6% | +80.2% | -104.8% | -53.1% |
| YTD | -10.3% | +121.1% | -131.4% | -51.2% |
| 1Y | +61.5% | +112.0% | -50.5% | -11.4% |
| 3Y | -34.0% | +22.5% | -56.5% | -50.5% |
| All | -44.0% | +67.2% | -111.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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