-34.4%
ALB vs VLTO
+56.1%
-90.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +9.5% | +2.0% | +7.4% | +8.3% |
| 30D | -2.1% | +21.8% | -23.9% | -12.8% |
| 3M | -24.1% | +20.2% | -44.4% | -32.0% |
| 6M | -51.0% | +36.3% | -87.3% | -59.9% |
| YTD | -29.3% | +18.8% | -48.2% | -36.6% |
| 1Y | +3.2% | +20.4% | -17.2% | -8.8% |
| 3Y | -9.3% | +71.9% | -81.2% | -39.4% |
| All | -34.4% | +56.1% | -90.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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