+197.4%
ALB vs VT
+363.9%
-166.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +3.0% |
| 7D | -2.1% | -0.3% | -1.7% | -1.6% |
| 30D | -9.0% | -1.4% | -7.6% | -7.1% |
| 3M | -21.1% | -1.4% | -19.7% | -19.5% |
| 6M | -49.9% | +5.5% | -55.4% | -53.2% |
| YTD | -32.3% | +12.8% | -45.1% | -42.0% |
| 1Y | +8.6% | +15.4% | -6.8% | -9.6% |
| 3Y | -22.2% | +76.9% | -99.1% | -60.8% |
| 5Y | -63.0% | +60.4% | -123.4% | -78.1% |
| 10Y | +29.9% | +232.8% | -202.8% | -66.9% |
| All | +197.4% | +363.9% | -166.4% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling