+74.0%
ALB vs VTEB
+17.9%
+56.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.7% |
| 7D | -6.6% | -0.9% | -5.7% | -5.9% |
| 30D | -8.1% | -2.5% | -5.6% | -6.3% |
| 3M | -25.7% | -3.0% | -22.7% | -23.9% |
| 6M | -29.5% | -2.1% | -27.3% | -28.2% |
| YTD | -16.2% | -1.5% | -14.7% | -15.2% |
| 1Y | +59.2% | +0.2% | +59.1% | +59.1% |
| 3Y | -33.7% | +8.6% | -42.3% | -37.4% |
| 5Y | -48.1% | +1.2% | -49.3% | -49.2% |
| All | +74.0% | +17.9% | +56.2% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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