+55.1%
VEA vs ALB
-62.6%
+117.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.1% |
| 7D | 0.0% | +5.3% | -5.3% | -0.8% |
| 30D | -1.4% | -6.3% | +4.9% | -0.6% |
| 3M | -4.1% | -27.4% | +23.3% | +0.2% |
| 6M | -1.3% | -53.1% | +51.8% | +9.7% |
| YTD | +12.1% | -32.3% | +44.4% | +16.6% |
| 1Y | +16.1% | -7.3% | +23.4% | +14.7% |
| 3Y | +73.0% | -14.9% | +87.9% | +63.3% |
| 5Y | +55.1% | -62.0% | +117.1% | +63.9% |
| All | +55.1% | -62.6% | +117.7% | +63.9% |
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