+67.8%
VTV vs ALB
-29.2%
+97.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -0.7% | -8.6% | +7.9% | +0.1% |
| 30D | -0.5% | -4.0% | +3.6% | -0.2% |
| 3M | +5.3% | -17.4% | +22.7% | +6.9% |
| 6M | +12.9% | -25.4% | +38.2% | +15.1% |
| YTD | +18.5% | -10.5% | +29.0% | +18.2% |
| 1Y | +25.3% | +75.8% | -50.5% | +15.7% |
| All | +67.8% | -29.2% | +97.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling