+113.0%
VWO vs ALB
+78.3%
+34.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.3% |
| 7D | -1.8% | -6.6% | +4.8% | -0.6% |
| 30D | -0.1% | -8.1% | +8.0% | +1.2% |
| 3M | +2.2% | -25.7% | +27.9% | +7.5% |
| 6M | +8.8% | -29.5% | +38.2% | +14.4% |
| YTD | +12.4% | -16.2% | +28.6% | +13.7% |
| 1Y | +15.6% | +59.2% | -43.7% | +2.3% |
| 3Y | +62.5% | -33.7% | +96.3% | +62.0% |
| 5Y | +34.3% | -48.1% | +82.4% | +34.4% |
| All | +113.0% | +78.3% | +34.7% | +34.1% |
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