-14.9%
ALB vs VLTO
+72.9%
-87.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.3% |
| 7D | +5.3% | +1.6% | +3.6% | +4.4% |
| 30D | -6.3% | +22.0% | -28.2% | -15.8% |
| 3M | -27.4% | +21.9% | -49.3% | -34.9% |
| 6M | -53.1% | +36.5% | -89.6% | -61.1% |
| YTD | -32.3% | +19.0% | -51.3% | -38.7% |
| 1Y | -7.3% | +21.0% | -28.3% | -17.4% |
| 3Y | -14.9% | +69.9% | -84.8% | -33.5% |
| All | -14.9% | +72.9% | -87.9% | -33.5% |
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