+366.4%
ALB vs VCLT
+103.4%
+263.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +6.3% | -0.9% | +7.1% | +6.4% |
| 3M | -23.6% | -3.2% | -20.3% | -23.2% |
| 6M | -24.6% | -3.8% | -20.8% | -24.2% |
| YTD | -10.3% | -2.0% | -8.3% | -10.0% |
| 1Y | +61.5% | -0.8% | +62.3% | +61.6% |
| 3Y | -34.0% | +12.3% | -46.3% | -34.6% |
| 5Y | -44.6% | -15.4% | -29.2% | -47.1% |
| 10Y | +76.1% | +15.7% | +60.4% | +87.8% |
| All | +366.4% | +103.4% | +263.0% | +659.8% |
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