+248.5%
ALAB vs VCLT
+4.6%
+243.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.8% |
| 7D | -7.5% | +0.2% | -7.7% | -7.7% |
| 30D | -36.8% | +2.3% | -39.1% | -38.6% |
| 3M | -31.9% | -1.1% | -30.8% | -31.0% |
| 6M | +8.2% | -4.2% | +12.4% | +13.9% |
| YTD | +29.9% | -3.4% | +33.3% | +35.7% |
| 1Y | +24.4% | -3.8% | +28.2% | +30.6% |
| All | +248.5% | +4.6% | +243.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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