+484.0%
V vs ALB
+32.4%
+451.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +0.9% | -5.8% | +6.7% | +1.8% |
| 30D | +9.0% | -4.5% | +13.5% | +9.6% |
| 3M | +16.7% | -28.1% | +44.8% | +22.4% |
| 6M | +33.4% | -53.2% | +86.6% | +49.4% |
| YTD | +22.4% | -33.3% | +55.7% | +26.8% |
| 1Y | +27.7% | -17.4% | +45.1% | +26.9% |
| 3Y | +78.0% | -14.1% | +92.1% | +62.7% |
| 5Y | +108.5% | -64.0% | +172.5% | +122.9% |
| All | +484.0% | +32.4% | +451.6% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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