+1,740.6%
VRT vs ALB
+22.4%
+1,718.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -21.4% | +9.1% | -30.4% | -23.8% |
| 30D | -25.8% | -3.4% | -22.4% | -25.4% |
| 3M | -33.5% | -20.6% | -12.9% | -29.3% |
| 6M | -49.0% | -48.2% | -0.9% | -38.2% |
| YTD | +12.9% | -29.2% | +42.2% | +22.6% |
| 1Y | 0.0% | +10.0% | -10.0% | -6.0% |
| 3Y | +361.8% | -12.9% | +374.7% | +318.7% |
| 5Y | +565.1% | -61.3% | +626.4% | +681.9% |
| All | +1,740.6% | +22.4% | +1,718.2% | +1,468.4% |
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