-34.3%
ALB vs VLTO
+54.8%
-89.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +9.1% | +5.4% | +3.7% | +5.9% |
| 30D | -3.4% | +22.3% | -25.7% | -14.2% |
| 3M | -20.6% | +19.6% | -40.2% | -28.6% |
| 6M | -48.2% | +35.2% | -83.3% | -57.4% |
| YTD | -29.2% | +17.9% | -47.1% | -36.3% |
| 1Y | +10.0% | +19.5% | -9.5% | -2.3% |
| 3Y | -12.9% | +73.9% | -86.8% | -42.5% |
| All | -34.3% | +54.8% | -89.2% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling