+60.9%
VEA vs ALB
-43.9%
+104.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.4% |
| 7D | +0.3% | -8.6% | +8.9% | +1.6% |
| 30D | +0.4% | -4.0% | +4.5% | +0.9% |
| 3M | +4.8% | -17.4% | +22.2% | +7.4% |
| 6M | +11.3% | -25.4% | +36.6% | +15.0% |
| YTD | +17.4% | -10.5% | +27.9% | +17.4% |
| 1Y | +26.2% | +75.8% | -49.6% | +12.5% |
| 3Y | +77.7% | -28.5% | +106.2% | +76.3% |
| 5Y | +60.9% | -45.1% | +106.0% | +60.9% |
| All | +60.9% | -43.9% | +104.8% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling