+420.5%
VUG vs ALB
+80.1%
+340.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +0.1% | -8.6% | +8.7% | +1.9% |
| 30D | -1.7% | -4.0% | +2.4% | -1.0% |
| 3M | +2.8% | -17.4% | +20.2% | +6.4% |
| 6M | +13.6% | -25.4% | +39.0% | +18.9% |
| YTD | +8.1% | -10.5% | +18.6% | +7.7% |
| 1Y | +13.1% | +75.8% | -62.8% | -4.5% |
| 3Y | +87.0% | -28.5% | +115.5% | +81.9% |
| 5Y | +76.0% | -45.1% | +121.1% | +76.0% |
| 10Y | +420.5% | +87.3% | +333.2% | +238.0% |
| All | +420.5% | +80.1% | +340.4% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling