+905.2%
VRT vs ALB
-44.4%
+949.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +6.0% |
| 7D | +9.1% | -8.1% | +17.2% | +12.3% |
| 30D | +0.9% | +6.3% | -5.3% | -2.1% |
| 3M | -13.4% | -23.6% | +10.2% | -5.0% |
| 6M | +11.7% | -24.6% | +36.3% | +21.2% |
| YTD | +73.2% | -10.3% | +83.5% | +75.2% |
| 1Y | +123.4% | +61.5% | +62.0% | +76.2% |
| 3Y | +606.2% | -34.0% | +640.1% | +661.6% |
| All | +905.2% | -44.4% | +949.6% | +974.1% |
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 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