+2,060.0%
VGT vs ALB
+780.9%
+1,279.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | 0.0% |
| 7D | -4.1% | +5.3% | -9.4% | -5.8% |
| 30D | -13.6% | -6.3% | -7.4% | -12.1% |
| 3M | -8.0% | -27.4% | +19.4% | +0.6% |
| 6M | -1.5% | -53.1% | +51.6% | +22.3% |
| YTD | +17.7% | -32.3% | +50.0% | +27.3% |
| 1Y | +13.8% | -7.3% | +21.1% | +10.7% |
| 3Y | +101.6% | -14.9% | +116.5% | +79.6% |
| 5Y | +106.7% | -62.0% | +168.7% | +128.9% |
| 10Y | +717.0% | +33.0% | +684.0% | +395.8% |
| All | +2,060.0% | +780.9% | +1,279.2% | +423.3% |
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 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