+249.6%
ALAB vs VFC
+52.5%
+197.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.6% | +11.1% | +13.0% |
| 7D | -5.6% | +7.7% | -13.3% | -7.2% |
| 30D | -36.6% | +39.2% | -75.8% | -42.3% |
| 3M | -35.1% | +40.3% | -75.4% | -41.1% |
| 6M | +8.5% | +11.4% | -2.8% | +3.7% |
| YTD | +30.4% | +17.5% | +12.8% | +21.6% |
| 1Y | +31.0% | +45.9% | -14.8% | +14.4% |
| All | +249.6% | +52.5% | +197.1% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling