+61.5%
ALB vs VFC
-6.8%
+68.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.0% |
| 7D | -8.1% | -1.6% | -6.5% | -7.7% |
| 30D | +6.3% | -11.6% | +17.9% | +9.1% |
| 3M | -23.6% | -18.1% | -5.5% | -21.3% |
| 6M | -24.6% | -27.4% | +2.7% | -20.7% |
| YTD | -10.3% | -24.8% | +14.6% | -6.5% |
| 1Y | +61.5% | -8.2% | +69.7% | +53.4% |
| All | +61.5% | -6.8% | +68.3% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling