+2,885.9%
ALB vs VFC
+445.4%
+2,440.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.4% |
| 7D | -8.1% | -1.6% | -6.5% | -7.5% |
| 30D | +6.3% | -11.6% | +17.9% | +11.5% |
| 3M | -23.6% | -18.1% | -5.5% | -18.8% |
| 6M | -24.6% | -27.4% | +2.7% | -16.7% |
| YTD | -10.3% | -24.8% | +14.6% | -2.7% |
| 1Y | +61.5% | -8.2% | +69.7% | +58.9% |
| 3Y | -34.0% | -29.1% | -4.9% | -38.0% |
| 5Y | -44.6% | -79.2% | +34.6% | -14.0% |
| 10Y | +76.1% | -68.1% | +144.2% | +118.2% |
| All | +2,885.9% | +445.4% | +2,440.5% | +1,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling