+228.8%
AA vs VFC
+1,377.5%
-1,148.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +4.6% |
| 7D | +4.8% | +7.7% | -2.9% | +1.5% |
| 30D | -0.6% | +39.2% | -39.8% | -14.6% |
| 3M | -16.3% | +40.3% | -56.5% | -28.6% |
| 6M | -33.4% | +11.4% | -44.8% | -38.3% |
| YTD | -20.7% | +17.5% | -38.2% | -29.4% |
| 1Y | +12.9% | +45.9% | -32.9% | -9.2% |
| 3Y | +75.7% | +47.3% | +28.4% | +17.7% |
| 5Y | -6.8% | -67.2% | +60.4% | +22.8% |
| 10Y | +53.6% | -46.1% | +99.7% | +58.8% |
| All | +228.8% | +1,377.5% | -1,148.7% | +25.6% |
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