+98.0%
VCIT vs ALB
+360.6%
-262.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | -0.3% | -8.1% | +7.7% | -0.3% |
| 30D | -0.8% | +6.3% | -7.0% | -0.8% |
| 3M | -1.0% | -23.6% | +22.6% | -0.8% |
| 6M | -1.8% | -24.6% | +22.8% | -1.6% |
| YTD | -0.7% | -10.3% | +9.6% | -0.7% |
| 1Y | +1.0% | +61.5% | -60.5% | +0.4% |
| 3Y | +18.8% | -34.0% | +52.8% | +18.5% |
| 5Y | +3.5% | -44.6% | +48.1% | +3.3% |
| 10Y | +29.2% | +76.1% | -46.9% | +29.5% |
| All | +98.0% | +360.6% | -262.7% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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