+61.4%
VWO vs ALB
-31.4%
+92.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -1.7% | -7.6% | +5.9% | -0.8% |
| 30D | -0.3% | -5.6% | +5.3% | +0.3% |
| 3M | +4.0% | -16.8% | +20.8% | +6.1% |
| 6M | +8.1% | -26.3% | +34.4% | +11.3% |
| YTD | +11.6% | -13.2% | +24.9% | +12.2% |
| 1Y | +16.2% | +68.8% | -52.6% | +6.3% |
| All | +61.4% | -31.4% | +92.8% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling