+45.0%
AA vs VFC
-46.8%
+91.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | +1.2% | +3.5% | -2.3% | -0.1% |
| 30D | -5.0% | +38.3% | -43.3% | -17.7% |
| 3M | -22.2% | +40.2% | -62.4% | -33.4% |
| 6M | -36.3% | +10.6% | -47.0% | -40.7% |
| YTD | -24.2% | +16.7% | -40.9% | -32.1% |
| 1Y | +3.9% | +45.0% | -41.1% | -16.1% |
| 3Y | +67.6% | +48.8% | +18.8% | +8.7% |
| 5Y | -8.8% | -67.6% | +58.7% | +41.4% |
| 10Y | +45.0% | -47.5% | +92.5% | +85.4% |
| All | +45.0% | -46.8% | +91.7% | +85.4% |
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