+23.6%
VRT vs ALB
-15.8%
+39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | +10.5% | -5.8% | +16.3% | +12.6% |
| 30D | -9.3% | -4.5% | -4.8% | -8.3% |
| 3M | -29.6% | -28.1% | -1.5% | -21.7% |
| 6M | -45.4% | -53.2% | +7.8% | -29.4% |
| YTD | +24.8% | -33.3% | +58.1% | +37.5% |
| 1Y | +23.6% | -17.4% | +41.0% | +26.2% |
| All | +23.6% | -15.8% | +39.4% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling