+257.6%
ALAB vs VFC
+51.1%
+206.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.9% | -3.5% |
| 7D | +16.3% | +1.6% | +14.7% | +15.8% |
| 30D | -26.1% | +25.5% | -51.6% | -30.7% |
| 3M | -31.3% | +41.3% | -72.6% | -37.8% |
| 6M | -1.0% | +22.2% | -23.2% | -7.9% |
| YTD | +33.3% | +16.4% | +16.9% | +24.7% |
| 1Y | +53.5% | +38.4% | +15.1% | +36.2% |
| All | +257.6% | +51.1% | +206.6% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling