+1,855.0%
VRT vs ALB
+17.1%
+1,837.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.8% |
| 7D | -17.7% | +5.3% | -22.9% | -19.4% |
| 30D | -20.0% | -6.3% | -13.7% | -18.8% |
| 3M | -28.1% | -27.4% | -0.7% | -21.3% |
| 6M | -42.8% | -53.1% | +10.2% | -28.4% |
| YTD | +20.0% | -32.3% | +52.3% | +32.0% |
| 1Y | +3.5% | -7.3% | +10.8% | +2.8% |
| 3Y | +366.1% | -14.9% | +381.0% | +325.3% |
| 5Y | +632.2% | -62.0% | +694.2% | +768.4% |
| All | +1,855.0% | +17.1% | +1,837.8% | +1,589.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling