+444.2%
V vs ALB
+38.2%
+406.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +9.5% | -10.2% | -2.2% |
| 30D | +9.5% | -2.1% | +11.6% | +9.7% |
| 3M | +16.7% | -24.1% | +40.8% | +21.4% |
| 6M | +32.9% | -51.0% | +84.0% | +47.9% |
| YTD | +21.1% | -29.3% | +50.4% | +24.4% |
| 1Y | +26.6% | +3.2% | +23.5% | +20.9% |
| 3Y | +78.4% | -9.3% | +87.7% | +61.7% |
| 5Y | +105.5% | -61.6% | +167.1% | +117.2% |
| 10Y | +444.2% | +40.8% | +403.5% | +227.3% |
| All | +444.2% | +38.2% | +406.0% | +227.3% |
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