+291.9%
AA vs VFC
+845.1%
-553.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -3.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +5.0% | -11.6% | +16.6% | +10.6% |
| 3M | -35.8% | -18.1% | -17.7% | -31.1% |
| 6M | -18.4% | -27.4% | +9.0% | -9.1% |
| YTD | -5.5% | -24.8% | +19.3% | +3.3% |
| 1Y | +61.0% | -8.2% | +69.2% | +58.0% |
| 3Y | +66.2% | -29.1% | +95.3% | +53.1% |
| 5Y | +11.4% | -79.2% | +90.6% | +80.2% |
| 10Y | +116.9% | -68.1% | +185.0% | +184.8% |
| All | +291.9% | +845.1% | -553.2% | +83.8% |
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 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