+158.0%
VEA vs ALB
+200.8%
-42.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +0.4% |
| 7D | 0.0% | +5.3% | -5.3% | -1.6% |
| 30D | -1.4% | -6.3% | +4.9% | +0.2% |
| 3M | -4.1% | -27.4% | +23.3% | +4.2% |
| 6M | -1.3% | -53.1% | +51.8% | +20.6% |
| YTD | +12.1% | -32.3% | +44.4% | +20.4% |
| 1Y | +16.1% | -7.3% | +23.4% | +12.9% |
| 3Y | +73.0% | -14.9% | +87.9% | +53.9% |
| 5Y | +55.1% | -62.0% | +117.1% | +67.9% |
| 10Y | +156.9% | +33.0% | +123.9% | +43.1% |
| All | +158.0% | +200.8% | -42.8% | -27.1% |
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