-46.3%
ALB vs VTEB
+0.8%
-47.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.0% |
| 7D | -7.6% | -1.2% | -6.4% | -6.0% |
| 30D | -5.6% | -2.9% | -2.7% | -1.7% |
| 3M | -16.8% | -3.2% | -13.7% | -13.1% |
| 6M | -26.3% | -2.6% | -23.7% | -23.5% |
| YTD | -13.2% | -1.8% | -11.4% | -10.8% |
| 1Y | +68.8% | +0.2% | +68.6% | +68.4% |
| 3Y | -30.7% | +8.2% | -38.9% | -37.6% |
| 5Y | -46.3% | +0.8% | -47.1% | -56.7% |
| All | -46.3% | +0.8% | -47.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling