+1,250.4%
VUG vs ALB
+1,067.8%
+182.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.7% |
| 7D | -0.1% | -8.1% | +8.0% | +2.2% |
| 30D | -0.3% | +6.3% | -6.6% | -2.3% |
| 3M | -0.7% | -23.6% | +22.9% | +6.1% |
| 6M | +14.6% | -24.6% | +39.2% | +21.2% |
| YTD | +9.0% | -10.3% | +19.3% | +8.3% |
| 1Y | +14.9% | +61.5% | -46.6% | -5.7% |
| 3Y | +86.0% | -34.0% | +120.0% | +82.2% |
| 5Y | +76.7% | -44.6% | +121.3% | +73.0% |
| 10Y | +411.3% | +76.1% | +335.2% | +193.0% |
| All | +1,250.4% | +1,067.8% | +182.6% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling