+73.7%
VTI vs ALB
-43.9%
+117.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.4% | -8.6% | +8.2% | +1.0% |
| 30D | -1.6% | -4.0% | +2.4% | -1.1% |
| 3M | +3.6% | -17.4% | +20.9% | +6.3% |
| 6M | +13.0% | -25.4% | +38.4% | +17.0% |
| YTD | +12.7% | -10.5% | +23.2% | +12.3% |
| 1Y | +18.4% | +75.8% | -57.5% | +3.4% |
| 3Y | +76.4% | -28.5% | +105.0% | +73.7% |
| 5Y | +73.7% | -45.1% | +118.8% | +73.2% |
| All | +73.7% | -43.9% | +117.6% | +73.2% |
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