+158.3%
VEA vs ALB
+200.5%
-42.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.8% | -3.6% | +5.4% | +2.8% |
| 30D | -0.9% | -2.9% | +2.0% | -0.3% |
| 3M | -5.0% | -25.8% | +20.8% | +2.6% |
| 6M | 0.0% | -53.6% | +53.6% | +22.6% |
| YTD | +12.2% | -32.4% | +44.6% | +20.5% |
| 1Y | +14.7% | -13.0% | +27.8% | +13.8% |
| 3Y | +73.2% | -15.0% | +88.2% | +54.1% |
| 5Y | +53.7% | -63.5% | +117.2% | +68.8% |
| 10Y | +159.3% | +34.7% | +124.6% | +43.6% |
| All | +158.3% | +200.5% | -42.3% | -27.0% |
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