+132.3%
AA vs VFC
-69.4%
+201.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | -1.6% | -13.4% | +11.8% | +4.5% |
| 3M | -29.8% | -23.7% | -6.1% | -22.4% |
| 6M | -16.6% | -24.5% | +7.8% | -8.9% |
| YTD | -4.0% | -27.8% | +23.8% | +6.5% |
| 1Y | +63.5% | -13.5% | +77.0% | +64.3% |
| 3Y | +86.8% | -27.1% | +113.9% | +66.5% |
| 5Y | +12.4% | -79.0% | +91.4% | +107.8% |
| 10Y | +132.3% | -68.7% | +201.1% | +262.8% |
| All | +132.3% | -69.4% | +201.7% | +262.8% |
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