+173.7%
VEA vs ALB
+298.8%
-125.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +1.7% |
| 7D | +1.0% | -8.1% | +9.0% | +3.3% |
| 30D | +1.9% | +6.3% | -4.3% | -0.2% |
| 3M | +3.2% | -23.6% | +26.8% | +10.5% |
| 6M | +10.2% | -24.6% | +34.8% | +16.9% |
| YTD | +18.9% | -10.3% | +29.2% | +18.4% |
| 1Y | +29.3% | +61.5% | -32.1% | +5.9% |
| 3Y | +76.8% | -34.0% | +110.7% | +73.7% |
| 5Y | +61.2% | -44.6% | +105.8% | +55.3% |
| 10Y | +163.3% | +76.1% | +87.2% | +35.7% |
| All | +173.7% | +298.8% | -125.1% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling