+327.8%
VWO vs ALB
+834.5%
-506.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.2% |
| 7D | +0.9% | -4.4% | +5.3% | +2.3% |
| 30D | +1.3% | -1.2% | +2.4% | +1.3% |
| 3M | +5.1% | -13.3% | +18.4% | +9.1% |
| 6M | +12.5% | -19.8% | +32.3% | +17.9% |
| YTD | +14.0% | -7.9% | +22.0% | +12.3% |
| 1Y | +19.7% | +60.2% | -40.4% | -5.4% |
| 3Y | +66.8% | -26.4% | +93.2% | +55.6% |
| 5Y | +36.2% | -42.5% | +78.7% | +26.0% |
| 10Y | +111.0% | +83.0% | +28.0% | -10.0% |
| All | +327.8% | +834.5% | -506.7% | -40.8% |
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