+8.6%
VRT vs ALB
-6.3%
+14.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.9% |
| 7D | -17.7% | +5.3% | -22.9% | -19.4% |
| 30D | -20.0% | -6.3% | -13.7% | -18.6% |
| 3M | -28.1% | -27.4% | -0.7% | -20.8% |
| 6M | -42.8% | -53.1% | +10.2% | -27.6% |
| YTD | +20.0% | -32.3% | +52.3% | +33.5% |
| All | +8.6% | -6.3% | +14.9% | +16.6% |
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