+253.6%
ALB vs VTEB
+26.6%
+226.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -1.2% | -1.6% | +0.4% | -0.1% |
| 3M | -13.3% | -2.0% | -11.3% | -12.1% |
| 6M | -19.8% | -1.7% | -18.1% | -18.8% |
| YTD | -7.9% | -0.6% | -7.3% | -7.5% |
| 1Y | +60.2% | +1.8% | +58.3% | +58.3% |
| 3Y | -26.4% | +9.6% | -36.0% | -30.3% |
| 5Y | -42.5% | +2.1% | -44.6% | -44.1% |
| 10Y | +83.0% | +18.9% | +64.1% | +86.8% |
| All | +253.6% | +26.6% | +226.9% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling