+40.8%
ALB vs VO
+206.8%
-166.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -4.0% |
| 7D | +9.5% | -0.1% | +9.6% | +9.2% |
| 30D | -2.1% | +0.5% | -2.6% | -3.3% |
| 3M | -24.1% | -1.0% | -23.1% | -23.4% |
| 6M | -51.0% | +6.4% | -57.4% | -55.3% |
| YTD | -29.3% | +13.6% | -42.9% | -40.9% |
| 1Y | +3.2% | +14.5% | -11.3% | -14.7% |
| 3Y | -9.3% | +67.2% | -76.5% | -52.9% |
| 5Y | -61.6% | +36.1% | -97.7% | -73.1% |
| 10Y | +40.8% | +199.3% | -158.5% | -58.3% |
| All | +40.8% | +206.8% | -166.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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