+402.8%
VUG vs ALB
+32.4%
+370.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +2.5% | -5.8% | +8.3% | +3.8% |
| 30D | -6.3% | -4.5% | -1.7% | -5.5% |
| 3M | -6.0% | -28.1% | +22.0% | +0.2% |
| 6M | -3.5% | -53.2% | +49.6% | +12.0% |
| YTD | +3.9% | -33.3% | +37.2% | +9.8% |
| 1Y | +5.1% | -17.4% | +22.5% | +5.5% |
| 3Y | +77.9% | -14.1% | +92.0% | +62.3% |
| 5Y | +62.4% | -64.0% | +126.4% | +78.4% |
| All | +402.8% | +32.4% | +370.5% | +253.1% |
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