+365.7%
ALAB vs VFC
-4.3%
+369.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -6.4% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | -13.6% | -11.9% | -1.6% | -10.5% |
| 3M | -16.6% | -20.2% | +3.6% | -12.3% |
| 6M | +142.3% | -23.0% | +165.3% | +155.8% |
| YTD | +73.6% | -26.2% | +99.8% | +84.8% |
| 1Y | +33.7% | -13.3% | +47.0% | +34.2% |
| All | +365.7% | -4.3% | +369.9% | +362.4% |
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