+24.5%
ALAB vs VFC
+52.5%
-27.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.9% | -5.1% |
| 7D | -24.9% | +21.5% | -46.3% | -27.4% |
| 30D | -38.4% | +46.7% | -85.1% | -43.0% |
| 3M | -38.3% | +38.4% | -76.7% | -42.5% |
| 6M | +10.9% | +15.2% | -4.3% | +6.8% |
| YTD | +34.2% | +17.8% | +16.4% | +27.0% |
| 1Y | +24.5% | +55.6% | -31.1% | -1.5% |
| All | +24.5% | +52.5% | -27.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling