+105.6%
VGT vs ALB
-62.1%
+167.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.4% |
| 7D | -4.1% | +5.3% | -9.4% | -5.3% |
| 30D | -13.6% | -6.3% | -7.4% | -12.6% |
| 3M | -8.0% | -27.4% | +19.4% | -2.0% |
| 6M | -1.5% | -53.1% | +51.6% | +14.7% |
| YTD | +17.7% | -32.3% | +50.0% | +24.4% |
| 1Y | +13.8% | -7.3% | +21.1% | +11.6% |
| 3Y | +101.6% | -14.9% | +116.5% | +83.5% |
| All | +105.6% | -62.1% | +167.7% | +129.7% |
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