+1,481.1%
VTR vs ALB
+2,141.5%
-660.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.8% |
| 7D | -1.7% | -8.1% | +6.4% | +0.5% |
| 30D | -2.4% | +6.3% | -8.7% | -4.3% |
| 3M | +14.8% | -23.6% | +38.4% | +21.9% |
| 6M | +5.3% | -24.6% | +30.0% | +10.8% |
| YTD | +18.1% | -10.3% | +28.4% | +16.8% |
| 1Y | +36.7% | +61.5% | -24.7% | +12.1% |
| 3Y | +130.1% | -34.0% | +164.1% | +122.9% |
| 5Y | +89.5% | -44.6% | +134.1% | +80.6% |
| 10Y | +87.4% | +76.1% | +11.3% | +4.9% |
| All | +1,481.1% | +2,141.5% | -660.4% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling