+87.3%
ALB vs VO
+193.0%
-105.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.7% |
| 7D | -8.6% | -0.6% | -8.0% | -7.9% |
| 30D | -4.0% | -1.9% | -2.1% | -1.4% |
| 3M | -17.4% | +3.3% | -20.6% | -21.1% |
| 6M | -25.4% | +9.7% | -35.1% | -34.5% |
| YTD | -10.5% | +12.6% | -23.1% | -24.0% |
| 1Y | +75.8% | +13.6% | +62.2% | +48.0% |
| 3Y | -28.5% | +56.8% | -85.3% | -59.2% |
| 5Y | -45.1% | +42.3% | -87.4% | -63.3% |
| 10Y | +87.3% | +199.2% | -111.8% | -44.9% |
| All | +87.3% | +193.0% | -105.6% | -44.9% |
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