+74.0%
ALB vs VYM
+209.2%
-135.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -4.4% |
| 7D | -6.6% | -0.8% | -5.8% | -5.5% |
| 30D | -8.1% | -2.2% | -5.9% | -5.0% |
| 3M | -25.7% | +3.1% | -28.7% | -29.1% |
| 6M | -29.5% | +9.7% | -39.2% | -38.4% |
| YTD | -16.2% | +14.9% | -31.1% | -31.5% |
| 1Y | +59.2% | +17.6% | +41.7% | +26.3% |
| 3Y | -33.7% | +65.3% | -99.0% | -66.1% |
| 5Y | -48.1% | +78.7% | -126.8% | -75.4% |
| All | +74.0% | +209.2% | -135.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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