+60.2%
ALB vs VFC
-11.5%
+71.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -1.2% | -11.9% | +10.8% | +1.6% |
| 3M | -13.3% | -20.2% | +6.8% | -10.2% |
| 6M | -19.8% | -23.0% | +3.2% | -17.1% |
| YTD | -7.9% | -26.2% | +18.3% | -3.7% |
| 1Y | +60.2% | -13.3% | +73.5% | +53.9% |
| All | +60.2% | -11.5% | +71.6% | +53.9% |
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