+834.0%
ALB vs VO
+822.3%
+11.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -3.6% |
| 7D | +9.5% | -0.1% | +9.6% | +9.2% |
| 30D | -2.1% | +0.5% | -2.6% | -3.2% |
| 3M | -24.1% | -1.0% | -23.1% | -23.5% |
| 6M | -51.0% | +6.4% | -57.4% | -54.9% |
| YTD | -29.3% | +13.6% | -42.9% | -39.9% |
| 1Y | +3.2% | +14.5% | -11.3% | -13.1% |
| 3Y | -9.3% | +67.2% | -76.5% | -50.3% |
| 5Y | -61.6% | +36.1% | -97.7% | -71.8% |
| 10Y | +40.8% | +199.3% | -158.5% | -58.6% |
| All | +834.0% | +822.3% | +11.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling