+30.2%
ALB vs VT
+214.8%
-184.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +9.7% |
| 7D | +5.5% | -4.2% | +9.6% | +12.0% |
| 30D | -7.5% | -5.8% | -1.7% | +0.8% |
| 3M | -16.9% | -5.2% | -11.7% | -10.3% |
| 6M | -49.2% | +0.1% | -49.3% | -49.6% |
| YTD | -29.9% | +8.2% | -38.1% | -38.0% |
| 1Y | +8.2% | +10.1% | -1.9% | -6.7% |
| 3Y | -19.4% | +69.7% | -89.1% | -61.2% |
| 5Y | -61.6% | +53.4% | -115.0% | -78.0% |
| All | +30.2% | +214.8% | -184.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling