+223.0%
VT vs ALB
+75.7%
+147.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.8% |
| 7D | +0.4% | -8.1% | +8.5% | +2.0% |
| 30D | +1.0% | +6.3% | -5.3% | -0.4% |
| 3M | +2.4% | -23.6% | +26.0% | +7.2% |
| 6M | +12.0% | -24.6% | +36.6% | +16.5% |
| YTD | +15.3% | -10.3% | +25.6% | +15.0% |
| 1Y | +22.6% | +61.5% | -38.9% | +7.1% |
| 3Y | +74.7% | -34.0% | +108.6% | +74.2% |
| 5Y | +66.1% | -44.6% | +110.7% | +64.9% |
| All | +223.0% | +75.7% | +147.3% | +110.4% |
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 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