+396.3%
VUG vs ALB
+38.2%
+358.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +0.5% | +9.5% | -9.0% | -1.5% |
| 30D | -8.2% | -2.1% | -6.1% | -7.9% |
| 3M | -5.4% | -24.1% | +18.7% | -0.3% |
| 6M | -2.5% | -51.0% | +48.5% | +12.1% |
| YTD | +4.2% | -29.3% | +33.5% | +8.7% |
| 1Y | +5.0% | +3.2% | +1.9% | +0.3% |
| 3Y | +81.7% | -9.3% | +91.1% | +64.0% |
| 5Y | +62.5% | -61.6% | +124.1% | +76.0% |
| 10Y | +396.3% | +40.8% | +355.5% | +246.6% |
| All | +396.3% | +38.2% | +358.1% | +246.6% |
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