-39.3%
VG vs ALB
+42.6%
-81.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.3% |
| 7D | +1.7% | -8.1% | +9.8% | +3.1% |
| 30D | +16.0% | +6.3% | +9.7% | +14.7% |
| 3M | +9.7% | -23.6% | +33.3% | +14.3% |
| 6M | +29.6% | -24.6% | +54.2% | +34.0% |
| YTD | +112.0% | -10.3% | +122.3% | +105.8% |
| 1Y | +12.8% | +61.5% | -48.7% | -7.5% |
| All | -39.3% | +42.6% | -81.9% | -55.3% |
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 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