+66.6%
VT vs ALB
-44.4%
+111.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.7% |
| 7D | +0.4% | -8.1% | +8.5% | +1.7% |
| 30D | +1.0% | +6.3% | -5.3% | -0.2% |
| 3M | +2.4% | -23.6% | +26.0% | +6.3% |
| 6M | +12.0% | -24.6% | +36.6% | +15.6% |
| YTD | +15.3% | -10.3% | +25.6% | +15.1% |
| 1Y | +22.6% | +61.5% | -38.9% | +9.6% |
| 3Y | +74.7% | -34.0% | +108.6% | +75.7% |
| All | +66.6% | -44.4% | +111.0% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling