+1,917.9%
VRT vs ALB
+22.3%
+1,895.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.7% |
| 7D | -10.6% | +9.5% | -20.1% | -13.5% |
| 30D | -17.4% | -2.1% | -15.3% | -17.3% |
| 3M | -26.4% | -24.1% | -2.2% | -20.5% |
| 6M | -41.0% | -51.0% | +10.0% | -27.1% |
| YTD | +23.8% | -29.3% | +53.2% | +34.5% |
| 1Y | +11.6% | +3.2% | +8.4% | +7.2% |
| 3Y | +403.5% | -9.3% | +412.8% | +350.0% |
| 5Y | +647.0% | -61.6% | +708.7% | +779.9% |
| All | +1,917.9% | +22.3% | +1,895.6% | +1,620.1% |
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