-29.5%
ALB vs VFC
-24.8%
-4.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.1% |
| 7D | -8.1% | -1.6% | -6.5% | -7.7% |
| 30D | +6.3% | -11.6% | +17.9% | +10.1% |
| 3M | -23.6% | -18.1% | -5.5% | -20.1% |
| 6M | -24.6% | -27.4% | +2.7% | -18.9% |
| YTD | -10.3% | -24.8% | +14.6% | -4.8% |
| 1Y | +61.5% | -8.2% | +69.7% | +59.4% |
| All | -29.5% | -24.8% | -4.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling