+682.7%
VRT vs ALB
-63.4%
+746.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +18.6% | -3.6% | +22.2% | +20.2% |
| 30D | -11.7% | -2.9% | -8.8% | -11.3% |
| 3M | -27.3% | -25.8% | -1.4% | -19.7% |
| 6M | -42.9% | -53.6% | +10.7% | -25.2% |
| YTD | +29.5% | -32.4% | +61.9% | +44.4% |
| 1Y | +21.0% | -13.0% | +34.1% | +22.2% |
| 3Y | +403.1% | -15.0% | +418.1% | +335.0% |
| All | +682.7% | -63.4% | +746.1% | +878.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling