+80.5%
VTV vs ALB
-48.1%
+128.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -2.1% | -7.6% | +5.6% | -1.2% |
| 30D | -1.3% | -5.6% | +4.3% | -0.8% |
| 3M | +5.6% | -16.8% | +22.5% | +7.6% |
| 6M | +12.4% | -26.3% | +38.7% | +15.4% |
| YTD | +17.6% | -13.2% | +30.9% | +17.7% |
| 1Y | +23.5% | +68.8% | -45.3% | +12.6% |
| 3Y | +67.0% | -30.7% | +97.7% | +65.3% |
| 5Y | +80.5% | -46.3% | +126.8% | +79.8% |
| All | +80.5% | -48.1% | +128.7% | +79.8% |
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 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