+160.2%
VXUS vs ALB
+119.5%
+40.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -1.8% | +9.1% | -10.8% | -3.7% |
| 30D | -4.6% | -3.4% | -1.2% | -4.0% |
| 3M | -6.1% | -20.6% | +14.5% | -1.8% |
| 6M | -4.9% | -48.2% | +43.3% | +8.7% |
| YTD | +8.1% | -29.2% | +37.3% | +13.3% |
| 1Y | +12.1% | +10.0% | +2.1% | +5.7% |
| 3Y | +63.9% | -12.9% | +76.8% | +50.2% |
| 5Y | +43.1% | -61.3% | +104.4% | +53.9% |
| 10Y | +139.2% | +35.8% | +103.4% | +52.8% |
| All | +160.2% | +119.5% | +40.8% | +23.2% |
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 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