+213.0%
VT vs ALB
+32.2%
+180.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.7% |
| 7D | -4.2% | +5.5% | -9.6% | -5.2% |
| 30D | -5.8% | -7.5% | +1.7% | -4.5% |
| 3M | -5.2% | -16.9% | +11.7% | -2.4% |
| 6M | +0.1% | -49.2% | +49.3% | +12.8% |
| YTD | +8.2% | -29.9% | +38.1% | +12.8% |
| 1Y | +10.1% | +8.2% | +1.9% | +4.7% |
| 3Y | +69.7% | -19.4% | +89.1% | +59.5% |
| 5Y | +53.4% | -61.6% | +115.0% | +64.4% |
| All | +213.0% | +32.2% | +180.8% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling