+160.4%
VRT vs ALAB
+322.1%
-161.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.7% |
| 7D | +10.5% | +16.3% | -5.8% | +4.9% |
| 30D | -9.3% | -26.1% | +16.8% | +0.4% |
| 3M | -29.6% | -31.3% | +1.7% | -21.1% |
| 6M | -45.4% | -1.0% | -44.4% | -47.5% |
| YTD | +24.8% | +33.3% | -8.5% | +2.3% |
| 1Y | +23.6% | +53.5% | -29.9% | -5.3% |
| All | +160.4% | +322.1% | -161.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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