+87.1%
ALAB vs VG
-49.4%
+136.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -7.5% | -7.7% | +0.2% | -5.6% |
| 30D | -36.8% | -8.8% | -28.0% | -35.3% |
| 3M | -31.9% | -15.6% | -16.2% | -29.5% |
| 6M | +8.2% | +5.2% | +3.0% | +3.3% |
| YTD | +29.9% | +76.9% | -47.0% | -3.8% |
| 1Y | +24.4% | +42.5% | -18.1% | -1.3% |
| All | +87.1% | -49.4% | +136.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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