-11.2%
VG vs ALB
-49.3%
+38.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -3.3% |
| 7D | -22.0% | +5.5% | -27.5% | -21.0% |
| 30D | -14.7% | -7.5% | -7.2% | -15.2% |
| 3M | -7.1% | -16.9% | +9.9% | -7.8% |
| 6M | -11.2% | -49.2% | +38.0% | -36.2% |
| All | -11.2% | -49.3% | +38.1% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling