-37.2%
ALB vs VLTO
+55.4%
-92.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -3.6% | +0.8% | -4.4% | -4.0% |
| 30D | -2.9% | +18.7% | -21.6% | -12.1% |
| 3M | -25.8% | +21.7% | -47.5% | -34.0% |
| 6M | -53.6% | +35.8% | -89.4% | -62.0% |
| YTD | -32.4% | +18.3% | -50.6% | -39.2% |
| 1Y | -13.0% | +20.9% | -33.9% | -23.4% |
| 3Y | -15.0% | +68.8% | -83.8% | -42.4% |
| All | -37.2% | +55.4% | -92.6% | -54.0% |
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