+383.5%
V vs ALB
+74.5%
+309.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.2% |
| 7D | -1.7% | -8.1% | +6.4% | -0.4% |
| 30D | +2.0% | +6.3% | -4.3% | +0.8% |
| 3M | +17.4% | -23.6% | +40.9% | +22.0% |
| 6M | +17.5% | -24.6% | +42.1% | +21.3% |
| YTD | +7.6% | -10.3% | +17.9% | +6.7% |
| 1Y | +7.7% | +61.5% | -53.7% | -5.5% |
| 3Y | +54.7% | -34.0% | +88.6% | +54.0% |
| 5Y | +73.0% | -44.6% | +117.6% | +69.9% |
| All | +383.5% | +74.5% | +309.0% | +187.2% |
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