+261.4%
VRT vs ALAB
+490.6%
-229.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.8% | -5.4% | +1.1% |
| 7D | +9.1% | +7.2% | +1.9% | +6.5% |
| 30D | +0.9% | -2.5% | +3.5% | +1.6% |
| 3M | -13.4% | -13.3% | -0.1% | -11.0% |
| 6M | +11.7% | +172.8% | -161.1% | -24.1% |
| YTD | +73.2% | +86.6% | -13.4% | +28.3% |
| 1Y | +123.4% | +65.2% | +58.3% | +65.8% |
| All | +261.4% | +490.6% | -229.2% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling