-13.7%
ALB vs VLTO
+68.7%
-82.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +5.5% | +12.0% | -6.5% | -0.8% |
| 30D | -7.5% | +20.8% | -28.3% | -16.7% |
| 3M | -16.9% | +20.1% | -37.1% | -25.0% |
| 6M | -49.2% | +32.6% | -81.8% | -57.2% |
| YTD | -29.9% | +17.3% | -47.2% | -36.1% |
| 1Y | +8.2% | +17.3% | -9.1% | -1.7% |
| All | -13.7% | +68.7% | -82.4% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling