0.0%
VRT vs ALB
+6.8%
-6.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -21.4% | +9.1% | -30.4% | -23.7% |
| 30D | -25.8% | -3.4% | -22.4% | -25.2% |
| 3M | -33.5% | -20.6% | -12.9% | -29.1% |
| 6M | -49.0% | -48.2% | -0.9% | -37.6% |
| YTD | +12.9% | -29.2% | +42.2% | +23.4% |
| 1Y | 0.0% | +10.0% | -10.0% | +2.1% |
| All | 0.0% | +6.8% | -6.8% | +2.1% |
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 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