+246.6%
ALB vs VCLT
+98.6%
+148.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | -2.3% | -3.5% | -5.4% |
| 30D | -4.5% | +0.8% | -5.3% | -4.6% |
| 3M | -28.1% | -2.7% | -25.4% | -27.7% |
| 6M | -53.2% | -4.3% | -48.9% | -52.8% |
| YTD | -33.3% | -4.3% | -29.0% | -32.8% |
| 1Y | -17.4% | -4.4% | -13.1% | -16.8% |
| 3Y | -14.1% | +13.8% | -27.9% | -14.5% |
| 5Y | -64.0% | -17.0% | -47.1% | -65.5% |
| 10Y | +32.8% | +20.9% | +11.9% | +48.7% |
| All | +246.6% | +98.6% | +148.0% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling