+40.8%
ALB vs VFC
-44.8%
+85.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | +9.5% | +7.7% | +1.8% | +6.4% |
| 30D | -2.1% | +39.2% | -41.3% | -14.1% |
| 3M | -24.1% | +40.3% | -64.4% | -33.7% |
| 6M | -51.0% | +11.4% | -62.4% | -54.2% |
| YTD | -29.3% | +17.5% | -46.9% | -36.0% |
| 1Y | +3.2% | +45.9% | -42.7% | -14.7% |
| 3Y | -9.3% | +47.3% | -56.6% | -36.0% |
| 5Y | -61.6% | -67.2% | +5.6% | -45.5% |
| 10Y | +40.8% | -46.1% | +86.9% | +85.6% |
| All | +40.8% | -44.8% | +85.6% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling