+73.8%
ALB vs VT
+224.5%
-150.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | +0.4% | -8.5% | -8.8% |
| 30D | +6.3% | +1.0% | +5.3% | +4.6% |
| 3M | -23.6% | +2.4% | -26.0% | -26.3% |
| 6M | -24.6% | +12.0% | -36.6% | -36.8% |
| YTD | -10.3% | +15.3% | -25.6% | -27.7% |
| 1Y | +61.5% | +22.6% | +38.9% | +19.2% |
| 3Y | -34.0% | +74.7% | -108.6% | -69.5% |
| 5Y | -44.6% | +66.1% | -110.7% | -71.6% |
| All | +73.8% | +224.5% | -150.7% | -62.1% |
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