+2,723.0%
VRT vs ALB
+55.3%
+2,667.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +5.8% |
| 7D | +9.1% | -8.1% | +17.2% | +11.8% |
| 30D | +0.9% | +6.3% | -5.3% | -1.6% |
| 3M | -13.4% | -23.6% | +10.2% | -6.3% |
| 6M | +11.7% | -24.6% | +36.3% | +19.9% |
| YTD | +73.2% | -10.3% | +83.5% | +75.5% |
| 1Y | +123.4% | +61.5% | +62.0% | +84.8% |
| 3Y | +606.2% | -34.0% | +640.1% | +618.7% |
| 5Y | +899.9% | -44.6% | +944.5% | +969.6% |
| All | +2,723.0% | +55.3% | +2,667.8% | +2,145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling