+213.7%
VT vs ALB
+33.3%
+180.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.3% | +9.1% | -11.4% | -4.0% |
| 30D | -5.0% | -3.4% | -1.5% | -4.5% |
| 3M | -4.9% | -20.6% | +15.7% | -1.1% |
| 6M | -1.5% | -48.2% | +46.6% | +10.5% |
| YTD | +8.5% | -29.2% | +37.7% | +12.8% |
| 1Y | +11.4% | +10.0% | +1.4% | +5.6% |
| 3Y | +70.1% | -12.9% | +83.0% | +57.2% |
| 5Y | +53.7% | -61.3% | +115.0% | +64.5% |
| All | +213.7% | +33.3% | +180.3% | +122.9% |
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