-42.5%
ALB vs VCLT
-15.1%
-27.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.4% | +0.3% | -4.7% | -4.6% |
| 30D | -1.2% | -0.6% | -0.6% | -0.9% |
| 3M | -13.3% | -2.2% | -11.1% | -12.0% |
| 6M | -19.8% | -2.9% | -16.9% | -18.1% |
| YTD | -7.9% | -2.1% | -5.9% | -6.7% |
| 1Y | +60.2% | -2.6% | +62.7% | +62.8% |
| 3Y | -26.4% | +12.5% | -38.9% | -31.5% |
| 5Y | -42.5% | -15.3% | -27.2% | -41.3% |
| All | -42.5% | -15.1% | -27.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling